UBS Call 166 CVX 20.06.2025
/ CH1302940445
UBS Call 166 CVX 20.06.2025/ CH1302940445 /
| 2024-11-15 9:56:49 PM |
Chg.0.000 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
166.00 USD |
2025-06-20 |
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: |
2025-06-20 |
| Issue date: |
2023-11-02 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.17 |
| Parity: |
-0.44 |
| Time value: |
0.84 |
| Break-even: |
166.08 |
| Moneyness: |
0.97 |
| Premium: |
0.08 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.20% |
| Delta: |
0.50 |
| Theta: |
-0.03 |
| Omega: |
9.19 |
| Rho: |
0.41 |
Quote data
| Open: |
0.790 |
| High: |
0.860 |
| Low: |
0.770 |
| Previous Close: |
0.830 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.76% |
| 1 Month |
|
|
+66.00% |
| 3 Months |
|
|
+80.43% |
| YTD |
|
|
-10.75% |
| 1 Year |
|
|
-17.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.570 |
| 1M High / 1M Low: |
0.830 |
0.410 |
| 6M High / 6M Low: |
1.320 |
0.242 |
| High (YTD): |
2024-04-29 |
1.630 |
| Low (YTD): |
2024-09-06 |
0.242 |
| 52W High: |
2024-04-29 |
1.630 |
| 52W Low: |
2024-09-06 |
0.242 |
| Avg. price 1W: |
|
0.712 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.566 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.662 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.873 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
176.95% |
| Volatility 6M: |
|
193.48% |
| Volatility 1Y: |
|
157.97% |
| Volatility 3Y: |
|
- |
