UBS Call 148 CVX 20.06.2025
/ CH1302940338
UBS Call 148 CVX 20.06.2025/ CH1302940338 /
2024-10-11 9:52:48 PM |
Chg.+0.020 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.240EUR |
+1.64% |
- Bid Size: - |
- Ask Size: - |
Chevron Corporation |
148.00 USD |
2025-06-20 |
Call |
Master data
WKN: |
UL9MNH |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
148.00 USD |
Maturity: |
2025-06-20 |
Issue date: |
2023-11-02 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.16 |
Intrinsic value: |
0.31 |
Implied volatility: |
0.21 |
Historic volatility: |
0.18 |
Parity: |
0.31 |
Time value: |
0.95 |
Break-even: |
147.94 |
Moneyness: |
1.02 |
Premium: |
0.07 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
1.61% |
Delta: |
0.64 |
Theta: |
-0.02 |
Omega: |
7.00 |
Rho: |
0.52 |
Quote data
Open: |
1.170 |
High: |
1.290 |
Low: |
1.130 |
Previous Close: |
1.220 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.64% |
1 Month |
|
|
+74.65% |
3 Months |
|
|
-24.39% |
YTD |
|
|
-23.93% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.280 |
1.140 |
1M High / 1M Low: |
1.290 |
0.710 |
6M High / 6M Low: |
2.610 |
0.670 |
High (YTD): |
2024-04-29 |
2.610 |
Low (YTD): |
2024-09-06 |
0.670 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.204 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.020 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.568 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
138.42% |
Volatility 6M: |
|
126.34% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |