UBS Call 168 CVX 20.06.2025
/ CH1302940452
UBS Call 168 CVX 20.06.2025/ CH1302940452 /
| 7/9/2024 3:09:43 PM |
Chg.+0.010 |
Bid3:09:43 PM |
Ask3:09:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
+1.47% |
0.690
Bid Size: 10,000 |
0.780
Ask Size: 10,000 |
Chevron Corporation |
168.00 USD |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
11/2/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
-1.26 |
| Time value: |
0.83 |
| Break-even: |
163.41 |
| Moneyness: |
0.92 |
| Premium: |
0.15 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.15 |
| Spread %: |
22.06% |
| Delta: |
0.44 |
| Theta: |
-0.02 |
| Omega: |
7.54 |
| Rho: |
0.51 |
Quote data
| Open: |
0.600 |
| High: |
0.710 |
| Low: |
0.590 |
| Previous Close: |
0.680 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.86% |
| 1 Month |
|
|
-19.77% |
| 3 Months |
|
|
-47.73% |
| YTD |
|
|
-19.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.680 |
| 1M High / 1M Low: |
0.980 |
0.570 |
| 6M High / 6M Low: |
1.540 |
0.570 |
| High (YTD): |
4/29/2024 |
1.540 |
| Low (YTD): |
6/19/2024 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.772 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.800 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.005 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.90% |
| Volatility 6M: |
|
146.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
