UBS Call 156 CHV 19.12.2025
/ CH1319920984
UBS Call 156 CHV 19.12.2025/ CH1319920984 /
| 2024-09-26 1:07:25 PM |
Chg.-0.080 |
Bid1:07:25 PM |
Ask1:07:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-9.64% |
0.750
Bid Size: 10,000 |
0.790
Ask Size: 10,000 |
CHEVRON CORP. D... |
156.00 - |
2025-12-19 |
Call |
Master data
| WKN: |
UM2UMG |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
156.00 - |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-02-02 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
-2.66 |
| Time value: |
0.85 |
| Break-even: |
164.50 |
| Moneyness: |
0.83 |
| Premium: |
0.27 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
2.41% |
| Delta: |
0.37 |
| Theta: |
-0.02 |
| Omega: |
5.63 |
| Rho: |
0.48 |
Quote data
| Open: |
0.790 |
| High: |
0.820 |
| Low: |
0.750 |
| Previous Close: |
0.830 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.58% |
| 1 Month |
|
|
-31.82% |
| 3 Months |
|
|
-53.99% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.830 |
| 1M High / 1M Low: |
1.100 |
0.680 |
| 6M High / 6M Low: |
2.480 |
0.680 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.922 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.883 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.587 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.32% |
| Volatility 6M: |
|
101.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
