UBS Call 154 CVX 20.06.2025
/ CH1302940361
UBS Call 154 CVX 20.06.2025/ CH1302940361 /
| 11/15/2024 9:08:08 AM |
Chg.+0.13 |
Bid10:00:23 PM |
Ask10:00:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.35EUR |
+10.66% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
154.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
UL9PWQ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
154.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
11/2/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.37 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.17 |
| Parity: |
0.70 |
| Time value: |
0.73 |
| Break-even: |
160.58 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.42% |
| Delta: |
0.70 |
| Theta: |
-0.03 |
| Omega: |
7.50 |
| Rho: |
0.55 |
Quote data
| Open: |
1.35 |
| High: |
1.35 |
| Low: |
1.35 |
| Previous Close: |
1.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.62% |
| 1 Month |
|
|
+68.75% |
| 3 Months |
|
|
+66.67% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
-4.93% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.35 |
1.03 |
| 1M High / 1M Low: |
1.35 |
0.76 |
| 6M High / 6M Low: |
1.77 |
0.50 |
| High (YTD): |
4/30/2024 |
2.07 |
| Low (YTD): |
9/11/2024 |
0.50 |
| 52W High: |
4/30/2024 |
2.07 |
| 52W Low: |
9/11/2024 |
0.50 |
| Avg. price 1W: |
|
1.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.26 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
152.58% |
| Volatility 6M: |
|
154.42% |
| Volatility 1Y: |
|
137.42% |
| Volatility 3Y: |
|
- |
