UBS Call 172 CHV 21.03.2025/  DE000UM30KJ5  /

UBS Investment Bank
8/1/2024  12:51:49 PM Chg.-0.040 Bid12:51:49 PM Ask12:51:49 PM Underlying Strike price Expiration date Option type
0.600EUR -6.25% 0.600
Bid Size: 10,000
0.630
Ask Size: 10,000
CHEVRON CORP. D... 172.00 - 3/21/2025 Call
 

Master data

WKN: UM30KJ
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 172.00 -
Maturity: 3/21/2025
Issue date: 4/5/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.46
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.18
Parity: -2.37
Time value: 0.66
Break-even: 178.60
Moneyness: 0.86
Premium: 0.20
Premium p.a.: 0.34
Spread abs.: 0.02
Spread %: 3.13%
Delta: 0.33
Theta: -0.03
Omega: 7.46
Rho: 0.27
 

Quote data

Open: 0.610
High: 0.640
Low: 0.600
Previous Close: 0.640
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month  
+15.38%
3 Months
  -35.48%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.510
1M High / 1M Low: 0.710 0.390
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.572
Avg. volume 1W:   0.000
Avg. price 1M:   0.516
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   218.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -