UBS Call 156 CHV 21.03.2025
/ CH1326171720
UBS Call 156 CHV 21.03.2025/ CH1326171720 /
| 26/09/2024 21:49:27 |
Chg.-0.050 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-12.50% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
156.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
UM2LQ9 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
156.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
15/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.18 |
| Parity: |
-2.66 |
| Time value: |
0.42 |
| Break-even: |
160.20 |
| Moneyness: |
0.83 |
| Premium: |
0.24 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.02 |
| Spread %: |
5.00% |
| Delta: |
0.26 |
| Theta: |
-0.03 |
| Omega: |
8.08 |
| Rho: |
0.14 |
Quote data
| Open: |
0.360 |
| High: |
0.390 |
| Low: |
0.290 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.53% |
| 1 Month |
|
|
-36.36% |
| 3 Months |
|
|
-69.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.350 |
| 1M High / 1M Low: |
0.590 |
0.290 |
| 6M High / 6M Low: |
1.950 |
0.290 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.450 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.435 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.091 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.94% |
| Volatility 6M: |
|
148.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
