UBS Call 150 CHV 19.12.2025
/ CH1319920943
UBS Call 150 CHV 19.12.2025/ CH1319920943 /
| 02/08/2024 08:49:05 |
Chg.-0.44 |
Bid22:00:17 |
Ask22:00:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.64EUR |
-21.15% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
150.00 - |
19/12/2025 |
Call |
Master data
| WKN: |
UM2M50 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
19/12/2025 |
| Issue date: |
02/02/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
-1.39 |
| Time value: |
1.49 |
| Break-even: |
164.90 |
| Moneyness: |
0.91 |
| Premium: |
0.21 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.07 |
| Spread %: |
4.93% |
| Delta: |
0.51 |
| Theta: |
-0.02 |
| Omega: |
4.63 |
| Rho: |
0.75 |
Quote data
| Open: |
1.64 |
| High: |
1.64 |
| Low: |
1.64 |
| Previous Close: |
2.08 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.90% |
| 1 Month |
|
|
-16.33% |
| 3 Months |
|
|
-30.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.14 |
1.64 |
| 1M High / 1M Low: |
2.23 |
1.64 |
| 6M High / 6M Low: |
2.76 |
1.64 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.10 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.07% |
| Volatility 6M: |
|
92.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
