UBS Call 165 CVX 19.12.2025
/ CH1322951992
UBS Call 165 CVX 19.12.2025/ CH1322951992 /
| 7/9/2024 6:44:55 PM |
Chg.+0.050 |
Bid6:44:55 PM |
Ask6:44:55 PM |
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 |
12/19/2025 |
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: |
12/19/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
12/18/2025 |
| 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: |
|
- |
