UBS Call 158 CVX 20.06.2025
/ CH1302940395
UBS Call 158 CVX 20.06.2025/ CH1302940395 /
| 2024-11-15 9:56:42 PM |
Chg.-0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.190EUR |
-0.83% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
158.00 USD |
2025-06-20 |
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: |
2025-06-20 |
| Issue date: |
2023-11-02 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.17 |
| Parity: |
0.32 |
| Time value: |
0.89 |
| Break-even: |
162.18 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.68% |
| Delta: |
0.63 |
| Theta: |
-0.03 |
| Omega: |
8.04 |
| Rho: |
0.50 |
Quote data
| Open: |
1.150 |
| High: |
1.250 |
| Low: |
1.130 |
| Previous Close: |
1.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.68% |
| 1 Month |
|
|
+83.08% |
| 3 Months |
|
|
+75.00% |
| YTD |
|
|
-1.65% |
| 1 Year |
|
|
+3.48% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.200 |
0.860 |
| 1M High / 1M Low: |
1.200 |
0.630 |
| 6M High / 6M Low: |
1.710 |
0.390 |
| High (YTD): |
2024-04-29 |
2.030 |
| Low (YTD): |
2024-09-06 |
0.390 |
| 52W High: |
2024-04-29 |
2.030 |
| 52W Low: |
2024-09-06 |
0.390 |
| Avg. price 1W: |
|
1.042 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.835 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.941 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.161 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
160.03% |
| Volatility 6M: |
|
163.33% |
| Volatility 1Y: |
|
134.89% |
| Volatility 3Y: |
|
- |
