UBS Call 148 CVX 21.03.2025
/ CH1326171670
UBS Call 148 CVX 21.03.2025/ CH1326171670 /
| 11/15/2024 9:56:45 PM |
Chg.-0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.560EUR |
-0.64% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
148.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
UM2UK2 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
148.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
2/15/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
1.31 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.18 |
| Parity: |
1.31 |
| Time value: |
0.28 |
| Break-even: |
156.46 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.27% |
| Delta: |
0.85 |
| Theta: |
-0.02 |
| Omega: |
8.20 |
| Rho: |
0.39 |
Quote data
| Open: |
1.510 |
| High: |
1.630 |
| Low: |
1.480 |
| Previous Close: |
1.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.80% |
| 1 Month |
|
|
+92.59% |
| 3 Months |
|
|
+85.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.570 |
1.100 |
| 1M High / 1M Low: |
1.570 |
0.800 |
| 6M High / 6M Low: |
2.110 |
0.510 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.294 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.045 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.208 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.69% |
| Volatility 6M: |
|
156.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
