UBS Call 156 CVX 19.12.2025
/ CH1319920984
UBS Call 156 CVX 19.12.2025/ CH1319920984 /
| 2024-11-15 11:02:45 AM |
Chg.-0.050 |
Bid11:02:45 AM |
Ask11:02:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.630EUR |
-2.98% |
1.630
Bid Size: 10,000 |
1.670
Ask Size: 10,000 |
Chevron Corporation |
156.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
UM2UMG |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
156.00 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: |
9.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.18 |
| Parity: |
0.55 |
| Time value: |
1.14 |
| Break-even: |
165.05 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.60% |
| Delta: |
0.68 |
| Theta: |
-0.02 |
| Omega: |
6.20 |
| Rho: |
0.96 |
Quote data
| Open: |
1.630 |
| High: |
1.640 |
| Low: |
1.610 |
| Previous Close: |
1.680 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.60% |
| 1 Month |
|
|
+61.39% |
| 3 Months |
|
|
+64.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.680 |
1.310 |
| 1M High / 1M Low: |
1.680 |
1.010 |
| 6M High / 6M Low: |
2.160 |
0.680 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.458 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.223 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.335 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.23% |
| Volatility 6M: |
|
119.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
