UBS Call 165 CVX 19.12.2025
/ CH1322951992
UBS Call 165 CVX 19.12.2025/ CH1322951992 /
09/07/2024 18:44:55 |
Chg.+0.050 |
Bid18:44:55 |
Ask18:44:55 |
Underlying |
Strike price |
Expiration date |
Option type |
1.150EUR |
+4.55% |
1.150 Bid Size: 20,000 |
1.220 Ask Size: 20,000 |
Chevron Corporation |
165.00 USD |
19/12/2025 |
Call |
Master data
WKN: |
UM19Y4 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
165.00 USD |
Maturity: |
19/12/2025 |
Issue date: |
08/02/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.18 |
Parity: |
-0.99 |
Time value: |
1.25 |
Break-even: |
164.84 |
Moneyness: |
0.94 |
Premium: |
0.16 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.15 |
Spread %: |
13.64% |
Delta: |
0.52 |
Theta: |
-0.02 |
Omega: |
5.96 |
Rho: |
0.90 |
Quote data
Open: |
1.020 |
High: |
1.150 |
Low: |
1.010 |
Previous Close: |
1.100 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.21% |
1 Month |
|
|
-13.53% |
3 Months |
|
|
-35.03% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.310 |
1.100 |
1M High / 1M Low: |
1.430 |
1.100 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.214 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.252 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
104.94% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |