UBS Call 168 CVX 21.03.2025
/ CH1326143562
UBS Call 168 CVX 21.03.2025/ CH1326143562 /
| 10/11/2024 9:52:42 PM |
Chg.0.000 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
168.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
UM1P6C |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
168.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
2/19/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
41.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
-1.52 |
| Time value: |
0.33 |
| Break-even: |
156.93 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.02 |
| Spread %: |
6.45% |
| Delta: |
0.29 |
| Theta: |
-0.02 |
| Omega: |
12.08 |
| Rho: |
0.16 |
Quote data
| Open: |
0.280 |
| High: |
0.330 |
| Low: |
0.260 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.82% |
| 1 Month |
|
|
+101.30% |
| 3 Months |
|
|
-46.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.260 |
| 1M High / 1M Low: |
0.370 |
0.145 |
| 6M High / 6M Low: |
1.330 |
0.109 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.306 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.247 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.582 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
262.45% |
| Volatility 6M: |
|
212.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
