UBS Call 142 CVX 21.03.2025
/ CH1329495357
UBS Call 142 CVX 21.03.2025/ CH1329495357 /
| 6/24/2024 9:53:12 AM |
Chg.-0.06 |
Bid6:58:48 PM |
Ask6:58:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.90EUR |
-3.06% |
2.15
Bid Size: 10,000 |
2.16
Ask Size: 10,000 |
Chevron Corporation |
142.00 USD |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
3/8/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.88 |
| Intrinsic value: |
1.24 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
1.24 |
| Time value: |
0.70 |
| Break-even: |
152.26 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.52% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
5.82 |
| Rho: |
0.69 |
Quote data
| Open: |
1.90 |
| High: |
1.90 |
| Low: |
1.90 |
| Previous Close: |
1.96 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.47% |
| 1 Month |
|
|
-10.80% |
| 3 Months |
|
|
-6.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.96 |
1.72 |
| 1M High / 1M Low: |
2.39 |
1.70 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
