UBS Call 160 CHV 19.12.2025
/ CH1319921008
UBS Call 160 CHV 19.12.2025/ CH1319921008 /
| 9/26/2024 9:54:08 PM |
Chg.-0.060 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
-8.45% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
160.00 - |
12/19/2025 |
Call |
Master data
| WKN: |
UM2CYU |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 - |
| Maturity: |
12/19/2025 |
| Issue date: |
2/2/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
-3.06 |
| Time value: |
0.73 |
| Break-even: |
167.30 |
| Moneyness: |
0.81 |
| Premium: |
0.29 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
2.82% |
| Delta: |
0.33 |
| Theta: |
-0.02 |
| Omega: |
5.93 |
| Rho: |
0.44 |
Quote data
| Open: |
0.680 |
| High: |
0.700 |
| Low: |
0.590 |
| Previous Close: |
0.710 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.72% |
| 1 Month |
|
|
-26.14% |
| 3 Months |
|
|
-56.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.650 |
| 1M High / 1M Low: |
0.930 |
0.580 |
| 6M High / 6M Low: |
2.270 |
0.580 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.768 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.749 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.414 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.81% |
| Volatility 6M: |
|
106.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
