UBS Call 172 CVX 17.01.2025
/ CH1304646230
UBS Call 172 CVX 17.01.2025/ CH1304646230 /
9/11/2024 11:37:26 AM |
Chg.-0.006 |
Bid11:37:26 AM |
Ask11:37:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.036EUR |
-14.29% |
0.036 Bid Size: 10,000 |
0.073 Ask Size: 10,000 |
Chevron Corporation |
172.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
UL9GLV |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
172.00 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: |
205.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.18 |
Parity: |
-3.06 |
Time value: |
0.06 |
Break-even: |
156.69 |
Moneyness: |
0.80 |
Premium: |
0.25 |
Premium p.a.: |
0.89 |
Spread abs.: |
0.02 |
Spread %: |
45.24% |
Delta: |
0.08 |
Theta: |
-0.01 |
Omega: |
16.59 |
Rho: |
0.03 |
Quote data
Open: |
0.026 |
High: |
0.037 |
Low: |
0.023 |
Previous Close: |
0.042 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-38.98% |
1 Month |
|
|
-68.70% |
3 Months |
|
|
-91.63% |
YTD |
|
|
-94.29% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.059 |
0.017 |
1M High / 1M Low: |
0.136 |
0.017 |
6M High / 6M Low: |
1.000 |
0.017 |
High (YTD): |
4/26/2024 |
1.000 |
Low (YTD): |
9/6/2024 |
0.017 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.046 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.093 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.464 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
937.39% |
Volatility 6M: |
|
418.12% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |