UBS Call 166 CVX 20.06.2025
/ CH1302940445
UBS Call 166 CVX 20.06.2025/ CH1302940445 /
02/08/2024 19:30:51 |
Chg.-0.200 |
Bid21:56:44 |
Ask21:56:44 |
Underlying |
Strike price |
Expiration date |
Option type |
0.540EUR |
-27.03% |
- Bid Size: - |
- Ask Size: - |
Chevron Corporation |
166.00 USD |
20/06/2025 |
Call |
Master data
WKN: |
UL9KKZ |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
166.00 USD |
Maturity: |
20/06/2025 |
Issue date: |
02/11/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
20.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.51 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.18 |
Parity: |
-1.60 |
Time value: |
0.66 |
Break-even: |
158.74 |
Moneyness: |
0.89 |
Premium: |
0.17 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.07 |
Spread %: |
11.86% |
Delta: |
0.38 |
Theta: |
-0.02 |
Omega: |
7.92 |
Rho: |
0.40 |
Quote data
Open: |
0.720 |
High: |
0.770 |
Low: |
0.540 |
Previous Close: |
0.740 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-35.71% |
1 Month |
|
|
-28.00% |
3 Months |
|
|
-53.85% |
YTD |
|
|
-41.94% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.040 |
0.540 |
1M High / 1M Low: |
1.200 |
0.540 |
6M High / 6M Low: |
1.650 |
0.540 |
High (YTD): |
29/04/2024 |
1.650 |
Low (YTD): |
02/08/2024 |
0.540 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.830 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.880 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.057 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
225.20% |
Volatility 6M: |
|
221.71% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |