UBS Call 166 CVX 17.01.2025
/ CH1304646206
UBS Call 166 CVX 17.01.2025/ CH1304646206 /
| 15/11/2024 21:56:55 |
Chg.0.000 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
166.00 USD |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
08/11/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
47.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.17 |
| Parity: |
-0.44 |
| Time value: |
0.32 |
| Break-even: |
160.88 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.01 |
| Spread %: |
3.23% |
| Delta: |
0.40 |
| Theta: |
-0.04 |
| Omega: |
19.09 |
| Rho: |
0.10 |
Quote data
| Open: |
0.280 |
| High: |
0.340 |
| Low: |
0.260 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+51.22% |
| 1 Month |
|
|
+74.16% |
| 3 Months |
|
|
+55.78% |
| YTD |
|
|
-61.25% |
| 1 Year |
|
|
-59.21% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.149 |
| 1M High / 1M Low: |
0.310 |
0.118 |
| 6M High / 6M Low: |
0.950 |
0.054 |
| High (YTD): |
29/04/2024 |
1.260 |
| Low (YTD): |
06/09/2024 |
0.054 |
| 52W High: |
29/04/2024 |
1.260 |
| 52W Low: |
06/09/2024 |
0.054 |
| Avg. price 1W: |
|
0.235 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.187 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.351 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.582 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
330.70% |
| Volatility 6M: |
|
309.29% |
| Volatility 1Y: |
|
234.53% |
| Volatility 3Y: |
|
- |
