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: |
|
- |