UBS Call 170 CVX 19.12.2025
/ CH1326143588
UBS Call 170 CVX 19.12.2025/ CH1326143588 /
| 15/11/2024 21:56:55 |
Chg.0.000 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.060EUR |
0.00% |
-
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: |
14.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.17 |
| Parity: |
-0.81 |
| Time value: |
1.07 |
| Break-even: |
172.18 |
| Moneyness: |
0.95 |
| Premium: |
0.12 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.94% |
| Delta: |
0.50 |
| Theta: |
-0.02 |
| Omega: |
7.19 |
| Rho: |
0.72 |
Quote data
| Open: |
1.020 |
| High: |
1.100 |
| Low: |
1.000 |
| Previous Close: |
1.060 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.84% |
| 1 Month |
|
|
+53.62% |
| 3 Months |
|
|
+68.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.790 |
| 1M High / 1M Low: |
1.060 |
0.590 |
| 6M High / 6M Low: |
1.520 |
0.380 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.938 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.766 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.843 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.59% |
| Volatility 6M: |
|
141.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
