UBS Call 180 CVX 21.03.2025
/ DE000UM5NWQ1
UBS Call 180 CVX 21.03.2025/ DE000UM5NWQ1 /
6/28/2024 9:59:53 PM |
Chg.-0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.320EUR |
-3.03% |
- Bid Size: - |
- Ask Size: - |
Chevron Corporation |
180.00 USD |
3/21/2025 |
Call |
Master data
WKN: |
UM5NWQ |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
180.00 USD |
Maturity: |
3/21/2025 |
Issue date: |
5/16/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
38.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.18 |
Parity: |
-2.21 |
Time value: |
0.38 |
Break-even: |
171.90 |
Moneyness: |
0.87 |
Premium: |
0.18 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.06 |
Spread %: |
18.75% |
Delta: |
0.27 |
Theta: |
-0.02 |
Omega: |
10.54 |
Rho: |
0.26 |
Quote data
Open: |
0.320 |
High: |
0.410 |
Low: |
0.310 |
Previous Close: |
0.330 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.57% |
1 Month |
|
|
-34.69% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.430 |
0.310 |
1M High / 1M Low: |
0.570 |
0.260 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.360 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.373 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
272.63% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |