UBS Call 155 CHV 21.03.2025
/ CH1326171712
UBS Call 155 CHV 21.03.2025/ CH1326171712 /
| 2024-06-17 8:52:18 AM |
Chg.-0.030 |
Bid1:01:50 PM |
Ask1:01:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
-3.03% |
0.980
Bid Size: 1,000 |
1.130
Ask Size: 1,000 |
CHEVRON CORP. D... |
155.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
UM2JJR |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
-1.24 |
| Time value: |
1.08 |
| Break-even: |
165.80 |
| Moneyness: |
0.92 |
| Premium: |
0.16 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.06 |
| Spread %: |
5.88% |
| Delta: |
0.46 |
| Theta: |
-0.03 |
| Omega: |
6.07 |
| Rho: |
0.42 |
Quote data
| Open: |
0.960 |
| High: |
0.960 |
| Low: |
0.960 |
| Previous Close: |
0.990 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.66% |
| 1 Month |
|
|
-39.24% |
| 3 Months |
|
|
-32.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.230 |
0.990 |
| 1M High / 1M Low: |
1.660 |
0.990 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.140 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.321 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
