UBS Call 142 CVX 21.03.2025
/ CH1329495357
UBS Call 142 CVX 21.03.2025/ CH1329495357 /
| 09/07/2024 10:05:12 |
Chg.+0.12 |
Bid10:27:18 |
Ask10:27:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.73EUR |
+7.45% |
1.74
Bid Size: 10,000 |
1.83
Ask Size: 10,000 |
Chevron Corporation |
142.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
UM3J3R |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
142.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
08/03/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.75 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
1.14 |
| Time value: |
0.73 |
| Break-even: |
149.81 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.15 |
| Spread %: |
8.72% |
| Delta: |
0.76 |
| Theta: |
-0.02 |
| Omega: |
5.77 |
| Rho: |
0.62 |
Quote data
| Open: |
1.73 |
| High: |
1.73 |
| Low: |
1.73 |
| Previous Close: |
1.61 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.36% |
| 1 Month |
|
|
-11.73% |
| 3 Months |
|
|
-29.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.93 |
1.61 |
| 1M High / 1M Low: |
2.15 |
1.61 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
