UBS Call 170 CVX 19.12.2025
/ CH1326143588
UBS Call 170 CVX 19.12.2025/ CH1326143588 /
| 9/10/2024 7:41:18 PM |
Chg.-0.090 |
Bid9:51:34 PM |
Ask9:51:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-18.75% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
170.00 USD |
12/19/2025 |
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: |
12/19/2025 |
| Issue date: |
2/19/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
-2.69 |
| Time value: |
0.48 |
| Break-even: |
158.85 |
| Moneyness: |
0.83 |
| Premium: |
0.25 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
2.13% |
| Delta: |
0.30 |
| Theta: |
-0.01 |
| Omega: |
7.83 |
| Rho: |
0.42 |
Quote data
| Open: |
0.430 |
| High: |
0.450 |
| Low: |
0.380 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.76% |
| 1 Month |
|
|
-37.10% |
| 3 Months |
|
|
-68.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.420 |
| 1M High / 1M Low: |
0.670 |
0.420 |
| 6M High / 6M Low: |
1.830 |
0.420 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.486 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.577 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.135 |
| Avg. volume 6M: |
|
118.110 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.57% |
| Volatility 6M: |
|
115.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
