UBS Call 142 CVX 20.06.2025
/ CH1302940296
UBS Call 142 CVX 20.06.2025/ CH1302940296 /
2024-09-26 8:06:08 AM |
Chg.-0.040 |
Bid8:06:08 AM |
Ask8:06:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.060EUR |
-3.64% |
1.060 Bid Size: 7,500 |
1.110 Ask Size: 7,500 |
Chevron Corporation |
142.00 USD |
2025-06-20 |
Call |
Master data
WKN: |
UL9D2L |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
142.00 USD |
Maturity: |
2025-06-20 |
Issue date: |
2023-11-02 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.25 |
Intrinsic value: |
0.49 |
Implied volatility: |
0.20 |
Historic volatility: |
0.18 |
Parity: |
0.49 |
Time value: |
0.83 |
Break-even: |
140.09 |
Moneyness: |
1.04 |
Premium: |
0.06 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
1.54% |
Delta: |
0.67 |
Theta: |
-0.02 |
Omega: |
6.73 |
Rho: |
0.56 |
Quote data
Open: |
1.060 |
High: |
1.060 |
Low: |
1.060 |
Previous Close: |
1.100 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.67% |
1 Month |
|
|
-26.39% |
3 Months |
|
|
-49.52% |
YTD |
|
|
-44.50% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.310 |
1.100 |
1M High / 1M Low: |
1.440 |
0.900 |
6M High / 6M Low: |
3.000 |
0.900 |
High (YTD): |
2024-04-29 |
3.000 |
Low (YTD): |
2024-09-11 |
0.900 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.224 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.167 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.993 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
129.44% |
Volatility 6M: |
|
104.72% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |