UBS Call 165 CVX 20.06.2025
/ CH1302940437
UBS Call 165 CVX 20.06.2025/ CH1302940437 /
| 2024-09-06 9:51:43 PM |
Chg.-0.060 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-18.75% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
165.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
UL9HBQ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-11-02 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
37.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
-2.39 |
| Time value: |
0.33 |
| Break-even: |
152.15 |
| Moneyness: |
0.84 |
| Premium: |
0.22 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.07 |
| Spread %: |
26.92% |
| Delta: |
0.25 |
| Theta: |
-0.02 |
| Omega: |
9.55 |
| Rho: |
0.22 |
Quote data
| Open: |
0.320 |
| High: |
0.350 |
| Low: |
0.250 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-48.00% |
| 1 Month |
|
|
-44.68% |
| 3 Months |
|
|
-73.20% |
| YTD |
|
|
-72.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.260 |
| 1M High / 1M Low: |
0.520 |
0.260 |
| 6M High / 6M Low: |
1.680 |
0.260 |
| High (YTD): |
2024-04-29 |
1.680 |
| Low (YTD): |
2024-09-06 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.368 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.449 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.997 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.18% |
| Volatility 6M: |
|
151.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
