UBS Call 155 CHV 21.03.2025
/ CH1326171712
UBS Call 155 CHV 21.03.2025/ CH1326171712 /
9/6/2024 8:53:02 AM |
Chg.-0.040 |
Bid10:00:21 PM |
Ask10:00:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.390EUR |
-9.30% |
- Bid Size: - |
- Ask Size: - |
CHEVRON CORP. D... |
155.00 - |
3/21/2025 |
Call |
Master data
WKN: |
UM2JJR |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
CHEVRON CORP. DL-,75 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
155.00 - |
Maturity: |
3/21/2025 |
Issue date: |
2/15/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
32.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.18 |
Parity: |
-3.00 |
Time value: |
0.38 |
Break-even: |
158.80 |
Moneyness: |
0.81 |
Premium: |
0.27 |
Premium p.a.: |
0.57 |
Spread abs.: |
0.06 |
Spread %: |
18.75% |
Delta: |
0.24 |
Theta: |
-0.03 |
Omega: |
7.94 |
Rho: |
0.14 |
Quote data
Open: |
0.390 |
High: |
0.390 |
Low: |
0.390 |
Previous Close: |
0.430 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-38.10% |
1 Month |
|
|
-26.42% |
3 Months |
|
|
-67.77% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.620 |
0.390 |
1M High / 1M Low: |
0.640 |
0.390 |
6M High / 6M Low: |
1.970 |
0.390 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.510 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.565 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.215 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
137.82% |
Volatility 6M: |
|
146.48% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |