UBS Call 160 CHV 21.03.2025
/ CH1326171746
UBS Call 160 CHV 21.03.2025/ CH1326171746 /
| 7/9/2024 3:57:04 PM |
Chg.+0.030 |
Bid4:00:47 PM |
Ask4:00:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
+4.00% |
0.780
Bid Size: 20,000 |
0.850
Ask Size: 20,000 |
CHEVRON CORP. D... |
160.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
UM2HDM |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
2/15/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.18 |
| Parity: |
-1.75 |
| Time value: |
0.92 |
| Break-even: |
169.20 |
| Moneyness: |
0.89 |
| Premium: |
0.19 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.14 |
| Spread %: |
17.95% |
| Delta: |
0.41 |
| Theta: |
-0.03 |
| Omega: |
6.32 |
| Rho: |
0.34 |
Quote data
| Open: |
0.690 |
| High: |
0.810 |
| Low: |
0.690 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.22% |
| 1 Month |
|
|
-25.71% |
| 3 Months |
|
|
-45.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.750 |
| 1M High / 1M Low: |
1.110 |
0.750 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.868 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.934 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
