UBS Call 152 CHV 21.03.2025
/ CH1326171696
UBS Call 152 CHV 21.03.2025/ CH1326171696 /
| 8/2/2024 9:56:51 PM |
Chg.-0.220 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-19.82% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
152.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
UM2M1X |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
152.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
2/15/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.18 |
| Parity: |
-1.05 |
| Time value: |
1.13 |
| Break-even: |
163.30 |
| Moneyness: |
0.93 |
| Premium: |
0.15 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
1.80% |
| Delta: |
0.47 |
| Theta: |
-0.04 |
| Omega: |
5.93 |
| Rho: |
0.35 |
Quote data
| Open: |
1.110 |
| High: |
1.160 |
| Low: |
0.820 |
| Previous Close: |
1.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.04% |
| 1 Month |
|
|
-34.07% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.550 |
1.110 |
| 1M High / 1M Low: |
1.670 |
1.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.370 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.328 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
