UBS Call 156 CVX 19.12.2025
/ CH1319920984
UBS Call 156 CVX 19.12.2025/ CH1319920984 /
| 2024-11-14 8:58:06 AM |
Chg.+0.19 |
Bid10:00:23 PM |
Ask10:00:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.49EUR |
+14.62% |
-
Bid Size: - |
-
Ask Size: - |
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: |
9.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.17 |
| Parity: |
0.26 |
| Time value: |
1.27 |
| Break-even: |
162.95 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.32% |
| Delta: |
0.64 |
| Theta: |
-0.02 |
| Omega: |
6.30 |
| Rho: |
0.89 |
Quote data
| Open: |
1.49 |
| High: |
1.49 |
| Low: |
1.49 |
| Previous Close: |
1.30 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.68% |
| 1 Month |
|
|
+30.70% |
| 3 Months |
|
|
+56.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.48 |
1.30 |
| 1M High / 1M Low: |
1.48 |
1.00 |
| 6M High / 6M Low: |
2.17 |
0.69 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.32 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.77% |
| Volatility 6M: |
|
122.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
