UBS Call 158 CHV 21.03.2025
/ CH1326171738
UBS Call 158 CHV 21.03.2025/ CH1326171738 /
| 2024-09-26 6:26:12 PM |
Chg.-0.030 |
Bid6:26:12 PM |
Ask6:26:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-8.57% |
0.320
Bid Size: 20,000 |
0.340
Ask Size: 20,000 |
CHEVRON CORP. D... |
158.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
UM2APZ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
158.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
35.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.18 |
| Parity: |
-2.86 |
| Time value: |
0.36 |
| Break-even: |
161.60 |
| Moneyness: |
0.82 |
| Premium: |
0.25 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
0.24 |
| Theta: |
-0.03 |
| Omega: |
8.52 |
| Rho: |
0.13 |
Quote data
| Open: |
0.310 |
| High: |
0.340 |
| Low: |
0.250 |
| Previous Close: |
0.350 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-41.82% |
| 3 Months |
|
|
-68.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.350 |
| 1M High / 1M Low: |
0.550 |
0.250 |
| 6M High / 6M Low: |
1.840 |
0.250 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.414 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.394 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.008 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.26% |
| Volatility 6M: |
|
154.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
