UBS Call 158 CVX 20.06.2025
/ CH1302940395
UBS Call 158 CVX 20.06.2025/ CH1302940395 /
| 9/9/2024 6:07:36 PM |
Chg.+0.130 |
Bid6:07:36 PM |
Ask6:07:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+33.33% |
0.520
Bid Size: 20,000 |
0.540
Ask Size: 20,000 |
Chevron Corporation |
158.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
UL88X7 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
158.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
11/2/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
-1.75 |
| Time value: |
0.46 |
| Break-even: |
147.11 |
| Moneyness: |
0.88 |
| Premium: |
0.18 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.07 |
| Spread %: |
17.95% |
| Delta: |
0.33 |
| Theta: |
-0.02 |
| Omega: |
8.86 |
| Rho: |
0.28 |
Quote data
| Open: |
0.400 |
| High: |
0.530 |
| Low: |
0.400 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.71% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
-58.73% |
| YTD |
|
|
-57.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.390 |
| 1M High / 1M Low: |
0.730 |
0.390 |
| 6M High / 6M Low: |
2.030 |
0.390 |
| High (YTD): |
4/29/2024 |
2.030 |
| Low (YTD): |
9/6/2024 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.536 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.637 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.277 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.84% |
| Volatility 6M: |
|
130.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
