UBS Call 138 CVX 20.06.2025
/ CH1306618625
UBS Call 138 CVX 20.06.2025/ CH1306618625 /
| 2024-05-24 9:56:13 PM |
Chg.-0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.540EUR |
-0.39% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
138.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
UL94BK |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
138.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-11-16 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.56 |
| Intrinsic value: |
1.82 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
1.82 |
| Time value: |
0.81 |
| Break-even: |
153.52 |
| Moneyness: |
1.14 |
| Premium: |
0.06 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.09 |
| Spread %: |
3.54% |
| Delta: |
0.83 |
| Theta: |
-0.02 |
| Omega: |
4.59 |
| Rho: |
1.01 |
Quote data
| Open: |
2.330 |
| High: |
2.630 |
| Low: |
2.320 |
| Previous Close: |
2.550 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.56% |
| 1 Month |
|
|
-22.32% |
| 3 Months |
|
|
+7.17% |
| YTD |
|
|
+19.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.840 |
2.540 |
| 1M High / 1M Low: |
3.270 |
2.540 |
| 6M High / 6M Low: |
3.270 |
1.720 |
| High (YTD): |
2024-04-29 |
3.270 |
| Low (YTD): |
2024-01-23 |
1.720 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.665 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.881 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.427 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.07% |
| Volatility 6M: |
|
72.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
