UBS Call 155 CVX 20.06.2025
/ CH1302940379
UBS Call 155 CVX 20.06.2025/ CH1302940379 /
11/09/2024 21:54:27 |
Chg.-0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.480EUR |
-2.04% |
- Bid Size: - |
- Ask Size: - |
Chevron Corporation |
155.00 USD |
20/06/2025 |
Call |
Master data
WKN: |
UL8997 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
155.00 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: |
24.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.39 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.18 |
Parity: |
-1.52 |
Time value: |
0.51 |
Break-even: |
145.75 |
Moneyness: |
0.89 |
Premium: |
0.16 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.02 |
Spread %: |
4.08% |
Delta: |
0.35 |
Theta: |
-0.02 |
Omega: |
8.72 |
Rho: |
0.30 |
Quote data
Open: |
0.480 |
High: |
0.520 |
Low: |
0.430 |
Previous Close: |
0.490 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-18.64% |
1 Month |
|
|
-36.00% |
3 Months |
|
|
-66.20% |
YTD |
|
|
-63.64% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.590 |
0.470 |
1M High / 1M Low: |
0.840 |
0.470 |
6M High / 6M Low: |
2.200 |
0.470 |
High (YTD): |
29/04/2024 |
2.200 |
Low (YTD): |
06/09/2024 |
0.470 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.534 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.715 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.396 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
144.81% |
Volatility 6M: |
|
128.07% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |