UBS Call 172 CVX 17.01.2025
/ CH1304646230
UBS Call 172 CVX 17.01.2025/ CH1304646230 /
| 15/11/2024 21:56:54 |
Chg.-0.003 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.157EUR |
-1.88% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
172.00 USD |
17/01/2025 |
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: |
17/01/2025 |
| Issue date: |
08/11/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
87.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.17 |
| Parity: |
-1.00 |
| Time value: |
0.18 |
| Break-even: |
165.14 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.02 |
| Spread %: |
12.10% |
| Delta: |
0.25 |
| Theta: |
-0.03 |
| Omega: |
21.63 |
| Rho: |
0.06 |
Quote data
| Open: |
0.131 |
| High: |
0.175 |
| Low: |
0.123 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.43% |
| 1 Month |
|
|
+61.86% |
| 3 Months |
|
|
+30.83% |
| YTD |
|
|
-75.08% |
| 1 Year |
|
|
-74.26% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.073 |
| 1M High / 1M Low: |
0.160 |
0.062 |
| 6M High / 6M Low: |
0.710 |
0.017 |
| High (YTD): |
26/04/2024 |
1.000 |
| Low (YTD): |
06/09/2024 |
0.017 |
| 52W High: |
26/04/2024 |
1.000 |
| 52W Low: |
06/09/2024 |
0.017 |
| Avg. price 1W: |
|
0.118 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.098 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.231 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.431 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
353.98% |
| Volatility 6M: |
|
480.87% |
| Volatility 1Y: |
|
351.96% |
| Volatility 3Y: |
|
- |
