UBS Call 164 CHV 21.03.2025
/ CH1326171761
UBS Call 164 CHV 21.03.2025/ CH1326171761 /
9/6/2024 9:54:42 PM |
Chg.-0.059 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.156EUR |
-27.44% |
- Bid Size: - |
- Ask Size: - |
CHEVRON CORP. D... |
164.00 - |
3/21/2025 |
Call |
Master data
WKN: |
UM2CTM |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
CHEVRON CORP. DL-,75 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
164.00 - |
Maturity: |
3/21/2025 |
Issue date: |
2/15/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
55.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.18 |
Parity: |
-3.90 |
Time value: |
0.22 |
Break-even: |
166.24 |
Moneyness: |
0.76 |
Premium: |
0.33 |
Premium p.a.: |
0.71 |
Spread abs.: |
0.07 |
Spread %: |
43.59% |
Delta: |
0.16 |
Theta: |
-0.02 |
Omega: |
9.09 |
Rho: |
0.10 |
Quote data
Open: |
0.206 |
High: |
0.237 |
Low: |
0.150 |
Previous Close: |
0.215 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-55.43% |
1 Month |
|
|
-51.25% |
3 Months |
|
|
-81.20% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.340 |
0.156 |
1M High / 1M Low: |
0.380 |
0.156 |
6M High / 6M Low: |
1.520 |
0.156 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.246 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.317 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.858 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
164.18% |
Volatility 6M: |
|
153.55% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |