UBS Call 166 CHV 19.09.2025
/ DE000UM58D40
UBS Call 166 CHV 19.09.2025/ DE000UM58D40 /
| 2024-11-15 9:56:49 PM |
Chg.0.000 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
166.00 - |
2025-09-19 |
Call |
Master data
| WKN: |
UM58D4 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
166.00 - |
| Maturity: |
2025-09-19 |
| Issue date: |
2024-06-10 |
| Last trading day: |
2025-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
-1.27 |
| Time value: |
1.04 |
| Break-even: |
176.40 |
| Moneyness: |
0.92 |
| Premium: |
0.15 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
0.97% |
| Delta: |
0.45 |
| Theta: |
-0.03 |
| Omega: |
6.65 |
| Rho: |
0.49 |
Quote data
| Open: |
0.990 |
| High: |
1.080 |
| Low: |
0.970 |
| Previous Close: |
1.030 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.61% |
| 1 Month |
|
|
+63.49% |
| 3 Months |
|
|
+71.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.750 |
| 1M High / 1M Low: |
1.030 |
0.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.906 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.740 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
