UBS Call 168 CVX 17.01.2025
/ CH1304646214
UBS Call 168 CVX 17.01.2025/ CH1304646214 /
| 8/5/2024 7:29:28 PM |
Chg.-0.049 |
Bid7:29:28 PM |
Ask7:29:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.211EUR |
-18.85% |
0.211
Bid Size: 20,000 |
0.280
Ask Size: 20,000 |
Chevron Corporation |
168.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
UL9GM7 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
168.00 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: |
41.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
-1.78 |
| Time value: |
0.33 |
| Break-even: |
157.27 |
| Moneyness: |
0.88 |
| Premium: |
0.16 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.06 |
| Spread %: |
22.22% |
| Delta: |
0.27 |
| Theta: |
-0.02 |
| Omega: |
11.26 |
| Rho: |
0.15 |
Quote data
| Open: |
0.211 |
| High: |
0.260 |
| Low: |
0.166 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-56.04% |
| 1 Month |
|
|
-41.39% |
| 3 Months |
|
|
-73.63% |
| YTD |
|
|
-71.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.260 |
| 1M High / 1M Low: |
0.700 |
0.260 |
| 6M High / 6M Low: |
1.170 |
0.260 |
| High (YTD): |
4/26/2024 |
1.170 |
| Low (YTD): |
8/2/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.468 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.476 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.694 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
293.46% |
| Volatility 6M: |
|
183.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
