UBS Call 165 CHV 21.03.2025
/ CH1326171779
UBS Call 165 CHV 21.03.2025/ CH1326171779 /
| 20/09/2024 08:52:06 |
Chg.+0.010 |
Bid22:00:19 |
Ask22:00:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.224EUR |
+4.67% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
165.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
UM2D5M |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
15/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
48.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.18 |
| Parity: |
-3.45 |
| Time value: |
0.27 |
| Break-even: |
167.70 |
| Moneyness: |
0.79 |
| Premium: |
0.29 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.02 |
| Spread %: |
8.00% |
| Delta: |
0.19 |
| Theta: |
-0.02 |
| Omega: |
9.14 |
| Rho: |
0.11 |
Quote data
| Open: |
0.224 |
| High: |
0.224 |
| Low: |
0.224 |
| Previous Close: |
0.214 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.77% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
-70.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.224 |
0.173 |
| 1M High / 1M Low: |
0.340 |
0.150 |
| 6M High / 6M Low: |
1.430 |
0.150 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.206 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.241 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.742 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.65% |
| Volatility 6M: |
|
180.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
