UBS Call 142 CVX 21.03.2025
/ CH1329495357
UBS Call 142 CVX 21.03.2025/ CH1329495357 /
| 25/09/2024 10:04:12 |
Chg.-0.07 |
Bid22:00:19 |
Ask22:00:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.08EUR |
-6.09% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
142.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
UM3J3R |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
142.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
08/03/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
0.49 |
| Time value: |
0.65 |
| Break-even: |
138.29 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.79% |
| Delta: |
0.67 |
| Theta: |
-0.03 |
| Omega: |
7.76 |
| Rho: |
0.37 |
Quote data
| Open: |
1.08 |
| High: |
1.08 |
| Low: |
1.08 |
| Previous Close: |
1.15 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.89% |
| 1 Month |
|
|
-6.90% |
| 3 Months |
|
|
-49.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.15 |
0.94 |
| 1M High / 1M Low: |
1.28 |
0.75 |
| 6M High / 6M Low: |
2.79 |
0.75 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.84 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.78% |
| Volatility 6M: |
|
116.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
