UBS Call 172 CVX 20.06.2025
/ CH1302940478
UBS Call 172 CVX 20.06.2025/ CH1302940478 /
7/9/2024 7:28:51 PM |
Chg.+0.040 |
Bid9:55:48 PM |
Ask9:55:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.600EUR |
+7.14% |
- Bid Size: - |
- Ask Size: - |
Chevron Corporation |
172.00 USD |
6/20/2025 |
Call |
Master data
WKN: |
UL876G |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
172.00 USD |
Maturity: |
6/20/2025 |
Issue date: |
11/2/2023 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
20.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.58 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.18 |
Parity: |
-1.63 |
Time value: |
0.71 |
Break-even: |
165.91 |
Moneyness: |
0.90 |
Premium: |
0.16 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.14 |
Spread %: |
24.56% |
Delta: |
0.39 |
Theta: |
-0.02 |
Omega: |
7.90 |
Rho: |
0.46 |
Quote data
Open: |
0.480 |
High: |
0.610 |
Low: |
0.480 |
Previous Close: |
0.560 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-10.45% |
1 Month |
|
|
-23.08% |
3 Months |
|
|
-45.95% |
YTD |
|
|
-20.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.710 |
0.560 |
1M High / 1M Low: |
0.830 |
0.450 |
6M High / 6M Low: |
1.380 |
0.450 |
High (YTD): |
4/29/2024 |
1.380 |
Low (YTD): |
6/19/2024 |
0.450 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.638 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.654 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.826 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
313.04% |
Volatility 6M: |
|
271.64% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |