UBS Call 138 CVX 20.06.2025
/ CH1306618625
UBS Call 138 CVX 20.06.2025/ CH1306618625 /
| 10/07/2024 13:32:38 |
Chg.-0.030 |
Bid13:32:38 |
Ask13:32:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.070EUR |
-1.43% |
2.070
Bid Size: 10,000 |
2.160
Ask Size: 10,000 |
Chevron Corporation |
138.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
UL94BK |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
138.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
16/11/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.10 |
| Intrinsic value: |
1.39 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
1.39 |
| Time value: |
0.77 |
| Break-even: |
149.21 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
2.86% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
5.19 |
| Rho: |
0.86 |
Quote data
| Open: |
2.040 |
| High: |
2.090 |
| Low: |
2.040 |
| Previous Close: |
2.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.54% |
| 1 Month |
|
|
-15.16% |
| 3 Months |
|
|
-31.46% |
| YTD |
|
|
-2.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.430 |
2.100 |
| 1M High / 1M Low: |
2.620 |
2.020 |
| 6M High / 6M Low: |
3.270 |
1.720 |
| High (YTD): |
29/04/2024 |
3.270 |
| Low (YTD): |
23/01/2024 |
1.720 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.232 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.306 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.469 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.34% |
| Volatility 6M: |
|
81.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
