UBS Call 166 CVX 17.01.2025
/ CH1304646206
UBS Call 166 CVX 17.01.2025/ CH1304646206 /
| 9/11/2024 4:28:29 PM |
Chg.-0.009 |
Bid4:28:29 PM |
Ask4:28:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.069EUR |
-11.54% |
0.069
Bid Size: 20,000 |
0.087
Ask Size: 20,000 |
Chevron Corporation |
166.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
UL88G6 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
166.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
11/8/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
129.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
-2.52 |
| Time value: |
0.10 |
| Break-even: |
151.60 |
| Moneyness: |
0.83 |
| Premium: |
0.21 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.02 |
| Spread %: |
24.36% |
| Delta: |
0.12 |
| Theta: |
-0.01 |
| Omega: |
15.61 |
| Rho: |
0.05 |
Quote data
| Open: |
0.064 |
| High: |
0.082 |
| Low: |
0.059 |
| Previous Close: |
0.078 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.70% |
| 1 Month |
|
|
-64.97% |
| 3 Months |
|
|
-88.69% |
| YTD |
|
|
-91.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.109 |
0.054 |
| 1M High / 1M Low: |
0.215 |
0.054 |
| 6M High / 6M Low: |
1.260 |
0.054 |
| High (YTD): |
4/29/2024 |
1.260 |
| Low (YTD): |
9/6/2024 |
0.054 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.089 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.163 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.635 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
428.35% |
| Volatility 6M: |
|
238.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
