UBS Call 152 CVX 20.06.2025
/ CH1302940353
UBS Call 152 CVX 20.06.2025/ CH1302940353 /
| 2024-09-26 5:19:00 PM |
Chg.-0.050 |
Bid5:19:00 PM |
Ask5:19:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
-7.25% |
0.640
Bid Size: 20,000 |
0.660
Ask Size: 20,000 |
Chevron Corporation |
152.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
UL89ZY |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
152.00 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: |
18.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
-0.72 |
| Time value: |
0.71 |
| Break-even: |
143.67 |
| Moneyness: |
0.95 |
| Premium: |
0.11 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
2.90% |
| Delta: |
0.46 |
| Theta: |
-0.02 |
| Omega: |
8.46 |
| Rho: |
0.39 |
Quote data
| Open: |
0.650 |
| High: |
0.680 |
| Low: |
0.560 |
| Previous Close: |
0.690 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.88% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-57.89% |
| YTD |
|
|
-55.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.690 |
| 1M High / 1M Low: |
0.960 |
0.550 |
| 6M High / 6M Low: |
2.370 |
0.550 |
| High (YTD): |
2024-04-29 |
2.370 |
| Low (YTD): |
2024-09-06 |
0.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.786 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.750 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.461 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.90% |
| Volatility 6M: |
|
124.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
