UBS Call 156 CVX 21.03.2025
/ CH1326171720
UBS Call 156 CVX 21.03.2025/ CH1326171720 /
| 2024-11-14 7:10:34 PM |
Chg.+0.130 |
Bid7:10:34 PM |
Ask7:10:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.000EUR |
+14.94% |
1.000
Bid Size: 20,000 |
1.020
Ask Size: 20,000 |
Chevron Corporation |
156.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
UM2LQ9 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
156.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.17 |
| Parity: |
0.26 |
| Time value: |
0.63 |
| Break-even: |
156.55 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
2.30% |
| Delta: |
0.62 |
| Theta: |
-0.03 |
| Omega: |
10.47 |
| Rho: |
0.29 |
Quote data
| Open: |
0.850 |
| High: |
1.010 |
| Low: |
0.830 |
| Previous Close: |
0.870 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.21% |
| 1 Month |
|
|
+53.85% |
| 3 Months |
|
|
+96.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.680 |
| 1M High / 1M Low: |
0.870 |
0.480 |
| 6M High / 6M Low: |
1.630 |
0.290 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.778 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.640 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.840 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.99% |
| Volatility 6M: |
|
181.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
