UBS Call 154 CHV 19.12.2025
/ CH1319920968
UBS Call 154 CHV 19.12.2025/ CH1319920968 /
| 2024-08-02 9:56:45 PM |
Chg.-0.230 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.250EUR |
-15.54% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
154.00 - |
2025-12-19 |
Call |
Master data
| WKN: |
UM2AT1 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
154.00 - |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-02-02 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
-1.25 |
| Time value: |
1.49 |
| Break-even: |
168.90 |
| Moneyness: |
0.92 |
| Premium: |
0.19 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.68% |
| Delta: |
0.51 |
| Theta: |
-0.02 |
| Omega: |
4.89 |
| Rho: |
0.80 |
Quote data
| Open: |
1.460 |
| High: |
1.510 |
| Low: |
1.160 |
| Previous Close: |
1.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.57% |
| 1 Month |
|
|
-27.33% |
| 3 Months |
|
|
-40.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.930 |
1.250 |
| 1M High / 1M Low: |
2.030 |
1.250 |
| 6M High / 6M Low: |
2.590 |
1.250 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.644 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.701 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.925 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.98% |
| Volatility 6M: |
|
92.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
