UBS Call 146 CHV 19.12.2025
/ CH1319920927
UBS Call 146 CHV 19.12.2025/ CH1319920927 /
| 09/07/2024 08:36:07 |
Chg.-0.090 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.860EUR |
-4.62% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
146.00 - |
19/12/2025 |
Call |
Master data
| WKN: |
UM2NYU |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
146.00 - |
| Maturity: |
19/12/2025 |
| Issue date: |
02/02/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.42 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
-0.35 |
| Time value: |
2.09 |
| Break-even: |
166.90 |
| Moneyness: |
0.98 |
| Premium: |
0.17 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.14 |
| Spread %: |
7.18% |
| Delta: |
0.60 |
| Theta: |
-0.02 |
| Omega: |
4.09 |
| Rho: |
0.93 |
Quote data
| Open: |
1.870 |
| High: |
1.870 |
| Low: |
1.860 |
| Previous Close: |
1.950 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.45% |
| 1 Month |
|
|
-15.84% |
| 3 Months |
|
|
-31.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.210 |
1.950 |
| 1M High / 1M Low: |
2.380 |
1.950 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.094 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.134 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
