UBS Call 155 CVX 19.12.2025
/ CH1319920976
UBS Call 155 CVX 19.12.2025/ CH1319920976 /
| 2024-11-15 7:36:15 PM |
Chg.+0.030 |
Bid9:56:48 PM |
Ask9:56:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.730EUR |
+1.76% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
155.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
UM2HGC |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-02-02 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.75 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.18 |
| Parity: |
0.65 |
| Time value: |
1.10 |
| Break-even: |
164.70 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
1.16% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
6.10 |
| Rho: |
0.97 |
Quote data
| Open: |
1.660 |
| High: |
1.770 |
| Low: |
1.660 |
| Previous Close: |
1.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.98% |
| 1 Month |
|
|
+57.27% |
| 3 Months |
|
|
+80.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.700 |
1.380 |
| 1M High / 1M Low: |
1.700 |
1.070 |
| 6M High / 6M Low: |
2.190 |
0.710 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.502 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.267 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.381 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.88% |
| Volatility 6M: |
|
119.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
