UBS Call 162 CVX 20.06.2025
/ CH1302940411
UBS Call 162 CVX 20.06.2025/ CH1302940411 /
| 02/08/2024 21:56:51 |
Chg.-0.170 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
-19.32% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
162.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
UL8864 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
162.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
02/11/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
-1.23 |
| Time value: |
0.78 |
| Break-even: |
156.27 |
| Moneyness: |
0.92 |
| Premium: |
0.15 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.07 |
| Spread %: |
9.86% |
| Delta: |
0.43 |
| Theta: |
-0.02 |
| Omega: |
7.54 |
| Rho: |
0.45 |
Quote data
| Open: |
0.870 |
| High: |
0.910 |
| Low: |
0.640 |
| Previous Close: |
0.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.86% |
| 1 Month |
|
|
-31.07% |
| 3 Months |
|
|
-48.92% |
| YTD |
|
|
-33.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.240 |
0.710 |
| 1M High / 1M Low: |
1.330 |
0.710 |
| 6M High / 6M Low: |
1.820 |
0.710 |
| High (YTD): |
29/04/2024 |
1.820 |
| Low (YTD): |
02/08/2024 |
0.710 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.012 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.033 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.241 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.84% |
| Volatility 6M: |
|
136.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
