UBS Call 145 CVX 20.06.2025
/ CH1302940312
UBS Call 145 CVX 20.06.2025/ CH1302940312 /
| 15/11/2024 21:56:42 |
Chg.-0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.980EUR |
-0.50% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
145.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
UL9P60 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
02/11/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.99 |
| Intrinsic value: |
1.56 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.17 |
| Parity: |
1.56 |
| Time value: |
0.44 |
| Break-even: |
157.73 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.01% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
6.42 |
| Rho: |
0.64 |
Quote data
| Open: |
1.940 |
| High: |
2.060 |
| Low: |
1.910 |
| Previous Close: |
1.990 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.56% |
| 1 Month |
|
|
+46.67% |
| 3 Months |
|
|
+65.00% |
| YTD |
|
|
+11.86% |
| 1 Year |
|
|
+11.86% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.990 |
1.530 |
| 1M High / 1M Low: |
1.990 |
1.160 |
| 6M High / 6M Low: |
2.470 |
0.780 |
| High (YTD): |
29/04/2024 |
2.800 |
| Low (YTD): |
11/09/2024 |
0.780 |
| 52W High: |
29/04/2024 |
2.800 |
| 52W Low: |
11/09/2024 |
0.780 |
| Avg. price 1W: |
|
1.780 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.480 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.539 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.768 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
129.50% |
| Volatility 6M: |
|
130.22% |
| Volatility 1Y: |
|
108.24% |
| Volatility 3Y: |
|
- |
