UBS Call 152 CVX 20.06.2025
/ CH1302940353
UBS Call 152 CVX 20.06.2025/ CH1302940353 /
| 09/07/2024 19:29:18 |
Chg.+0.040 |
Bid19:55:29 |
Ask19:55:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.360EUR |
+3.03% |
1.350
Bid Size: 20,000 |
1.420
Ask Size: 20,000 |
Chevron Corporation |
152.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
UL89ZY |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
152.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
02/11/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
0.22 |
| Time value: |
1.26 |
| Break-even: |
155.14 |
| Moneyness: |
1.02 |
| Premium: |
0.09 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.14 |
| Spread %: |
10.45% |
| Delta: |
0.64 |
| Theta: |
-0.02 |
| Omega: |
6.13 |
| Rho: |
0.72 |
Quote data
| Open: |
1.250 |
| High: |
1.380 |
| Low: |
1.250 |
| Previous Close: |
1.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.11% |
| 1 Month |
|
|
-16.56% |
| 3 Months |
|
|
-32.67% |
| YTD |
|
|
-6.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.570 |
1.320 |
| 1M High / 1M Low: |
1.710 |
1.220 |
| 6M High / 6M Low: |
2.400 |
1.120 |
| High (YTD): |
29/04/2024 |
2.400 |
| Low (YTD): |
23/01/2024 |
1.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.444 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.499 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.672 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.61% |
| Volatility 6M: |
|
119.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
