UBS Call 170 CVX 19.12.2025
/ CH1326143588
UBS Call 170 CVX 19.12.2025/ CH1326143588 /
| 02/08/2024 19:37:08 |
Chg.-0.210 |
Bid21:56:45 |
Ask21:56:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-23.33% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
170.00 USD |
19/12/2025 |
Call |
Master data
| WKN: |
UM15UL |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
19/12/2025 |
| Issue date: |
19/02/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
-1.97 |
| Time value: |
0.80 |
| Break-even: |
163.81 |
| Moneyness: |
0.87 |
| Premium: |
0.20 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.07 |
| Spread %: |
9.59% |
| Delta: |
0.40 |
| Theta: |
-0.02 |
| Omega: |
6.83 |
| Rho: |
0.64 |
Quote data
| Open: |
0.870 |
| High: |
0.910 |
| Low: |
0.690 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.68% |
| 1 Month |
|
|
-26.60% |
| 3 Months |
|
|
-48.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.200 |
0.690 |
| 1M High / 1M Low: |
1.360 |
0.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.990 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.056 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
