UBS Call 168 CVX 20.06.2025
/ CH1302940452
UBS Call 168 CVX 20.06.2025/ CH1302940452 /
| 02/08/2024 21:56:56 |
Chg.-0.140 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-20.59% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
168.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
UL9JHW |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
168.00 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: |
20.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
-1.43 |
| Time value: |
0.70 |
| Break-even: |
162.75 |
| Moneyness: |
0.91 |
| Premium: |
0.15 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
2.94% |
| Delta: |
0.40 |
| Theta: |
-0.02 |
| Omega: |
8.17 |
| Rho: |
0.44 |
Quote data
| Open: |
0.670 |
| High: |
0.710 |
| Low: |
0.490 |
| Previous Close: |
0.680 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.21% |
| 1 Month |
|
|
-35.71% |
| 3 Months |
|
|
-55.37% |
| YTD |
|
|
-37.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.680 |
| 1M High / 1M Low: |
1.070 |
0.680 |
| 6M High / 6M Low: |
1.540 |
0.570 |
| High (YTD): |
29/04/2024 |
1.540 |
| Low (YTD): |
19/06/2024 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.860 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.823 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.012 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.63% |
| Volatility 6M: |
|
155.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
