UBS Call 174 CVX 17.01.2025
/ CH1304646248
UBS Call 174 CVX 17.01.2025/ CH1304646248 /
| 7/9/2024 9:56:54 PM |
Chg.+0.007 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.229EUR |
+3.15% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
174.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
UL88FU |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
174.00 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: |
39.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
-1.82 |
| Time value: |
0.36 |
| Break-even: |
164.25 |
| Moneyness: |
0.89 |
| Premium: |
0.15 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.14 |
| Spread %: |
62.16% |
| Delta: |
0.28 |
| Theta: |
-0.02 |
| Omega: |
11.21 |
| Rho: |
0.19 |
Quote data
| Open: |
0.133 |
| High: |
0.270 |
| Low: |
0.130 |
| Previous Close: |
0.222 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.03% |
| 1 Month |
|
|
-41.28% |
| 3 Months |
|
|
-72.07% |
| YTD |
|
|
-60.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.217 |
| 1M High / 1M Low: |
0.440 |
0.217 |
| 6M High / 6M Low: |
0.920 |
0.217 |
| High (YTD): |
4/26/2024 |
0.920 |
| Low (YTD): |
7/5/2024 |
0.217 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.256 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.316 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.530 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
275.58% |
| Volatility 6M: |
|
176.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
