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UBS Call 160 CVX 20.06.2025/  CH1302940403  /

Frankfurt Zert./UBS
11/15/2024  7:35:56 PM Chg.+0.020 Bid9:56:42 PM Ask9:56:42 PM Underlying Strike price Expiration date Option type
1.090EUR +1.87% -
Bid Size: -		 -
Ask Size: -		 Chevron Corporation 160.00 USD 6/20/2025 Call
 

Master data

WKN: UL872P
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 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: 13.81
Leverage: Yes

Calculated values

Fair value: 1.03
Intrinsic value: 0.13
Implied volatility: 0.19
Historic volatility: 0.17
Parity: 0.13
Time value: 0.98
Break-even: 163.08
Moneyness: 1.01
Premium: 0.06
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 1.83%
Delta: 0.60
Theta: -0.03
Omega: 8.31
Rho: 0.48
 

Quote data

Open: 1.040
High: 1.130
Low: 1.040
Previous Close: 1.070
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+25.29%
1 Month  
+81.67%
3 Months  
+84.75%
YTD
  -3.54%
1 Year  
+1.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.090 0.800
1M High / 1M Low: 1.090 0.580
6M High / 6M Low: 1.590 0.360
High (YTD): 4/29/2024 1.950
Low (YTD): 9/10/2024 0.360
52W High: 4/29/2024 1.950
52W Low: 9/10/2024 0.360
Avg. price 1W:   0.954
Avg. volume 1W:   0.000
Avg. price 1M:   0.754
Avg. volume 1M:   0.000
Avg. price 6M:   0.861
Avg. volume 6M:   0.000
Avg. price 1Y:   1.069
Avg. volume 1Y:   0.000
Volatility 1M:   156.70%
Volatility 6M:   178.51%
Volatility 1Y:   173.11%
Volatility 3Y:   -