UBS Call 162 CVX 20.06.2025
/ CH1302940411
UBS Call 162 CVX 20.06.2025/ CH1302940411 /
| 2024-06-17 2:59:43 PM |
Chg.-0.180 |
Bid2:59:43 PM |
Ask2:59:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
-19.78% |
0.730
Bid Size: 1,000 |
1.180
Ask Size: 1,000 |
Chevron Corporation |
162.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
UL8864 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
162.00 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: |
14.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
-0.88 |
| Time value: |
1.00 |
| Break-even: |
161.36 |
| Moneyness: |
0.94 |
| Premium: |
0.13 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.09 |
| Spread %: |
9.89% |
| Delta: |
0.49 |
| Theta: |
-0.02 |
| Omega: |
7.04 |
| Rho: |
0.61 |
Quote data
| Open: |
0.720 |
| High: |
0.750 |
| Low: |
0.710 |
| Previous Close: |
0.910 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.40% |
| 1 Month |
|
|
-51.33% |
| 3 Months |
|
|
-43.41% |
| YTD |
|
|
-31.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
0.910 |
| 1M High / 1M Low: |
1.500 |
0.910 |
| 6M High / 6M Low: |
1.820 |
0.810 |
| High (YTD): |
2024-04-29 |
1.820 |
| Low (YTD): |
2024-01-23 |
0.810 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.016 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.181 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.258 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.27% |
| Volatility 6M: |
|
109.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
