UBS Call 145 CHV 19.09.2025
/ DE000UM6J8S7
UBS Call 145 CHV 19.09.2025/ DE000UM6J8S7 /
| 11/09/2024 17:36:22 |
Chg.-0.040 |
Bid17:36:22 |
Ask17:36:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
-4.26% |
0.900
Bid Size: 20,000 |
0.920
Ask Size: 20,000 |
CHEVRON CORP. D... |
145.00 - |
19/09/2025 |
Call |
Master data
| WKN: |
UM6J8S |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 - |
| Maturity: |
19/09/2025 |
| Issue date: |
10/06/2024 |
| Last trading day: |
18/09/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
-1.96 |
| Time value: |
0.95 |
| Break-even: |
154.50 |
| Moneyness: |
0.87 |
| Premium: |
0.23 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
1.06% |
| Delta: |
0.41 |
| Theta: |
-0.02 |
| Omega: |
5.46 |
| Rho: |
0.43 |
Quote data
| Open: |
0.930 |
| High: |
0.980 |
| Low: |
0.840 |
| Previous Close: |
0.940 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.43% |
| 1 Month |
|
|
-29.13% |
| 3 Months |
|
|
-57.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.920 |
| 1M High / 1M Low: |
1.440 |
0.920 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.008 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.257 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
