UBS Call 142 CHV 19.12.2025
/ CH1319920893
UBS Call 142 CHV 19.12.2025/ CH1319920893 /
| 02/08/2024 19:34:13 |
Chg.-0.390 |
Bid21:56:06 |
Ask21:56:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.710EUR |
-18.57% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
142.00 - |
19/12/2025 |
Call |
Master data
| WKN: |
UM2UMH |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
142.00 - |
| Maturity: |
19/12/2025 |
| Issue date: |
02/02/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
-0.59 |
| Time value: |
1.86 |
| Break-even: |
160.60 |
| Moneyness: |
0.96 |
| Premium: |
0.18 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.07 |
| Spread %: |
3.91% |
| Delta: |
0.58 |
| Theta: |
-0.02 |
| Omega: |
4.21 |
| Rho: |
0.82 |
Quote data
| Open: |
2.040 |
| High: |
2.110 |
| Low: |
1.710 |
| Previous Close: |
2.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.49% |
| 1 Month |
|
|
-30.20% |
| 3 Months |
|
|
-36.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.570 |
1.710 |
| 1M High / 1M Low: |
2.790 |
1.710 |
| 6M High / 6M Low: |
3.310 |
1.710 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.224 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.335 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.555 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.62% |
| Volatility 6M: |
|
82.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
