UBS Call 164 CHV 21.03.2025
/ CH1326171761
UBS Call 164 CHV 21.03.2025/ CH1326171761 /
| 2024-05-22 9:55:19 PM |
Chg.-0.120 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
-11.32% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
164.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
UM2CTM |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
164.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
-1.84 |
| Time value: |
1.00 |
| Break-even: |
174.00 |
| Moneyness: |
0.89 |
| Premium: |
0.20 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.06 |
| Spread %: |
6.38% |
| Delta: |
0.42 |
| Theta: |
-0.03 |
| Omega: |
6.09 |
| Rho: |
0.42 |
Quote data
| Open: |
0.990 |
| High: |
1.020 |
| Low: |
0.900 |
| Previous Close: |
1.060 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.97% |
| 1 Month |
|
|
-29.32% |
| 3 Months |
|
|
-12.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.210 |
0.940 |
| 1M High / 1M Low: |
1.520 |
0.940 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.250 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
