UBS Call 165 CVX 20.06.2025
/ CH1302940437
UBS Call 165 CVX 20.06.2025/ CH1302940437 /
| 2024-06-24 8:05:36 PM |
Chg.+0.150 |
Bid8:05:36 PM |
Ask8:05:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.090EUR |
+15.96% |
1.090
Bid Size: 10,000 |
1.130
Ask Size: 10,000 |
Chevron Corporation |
165.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
UL9HBQ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 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: |
14.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
-0.91 |
| Time value: |
0.98 |
| Break-even: |
164.18 |
| Moneyness: |
0.94 |
| Premium: |
0.13 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.04 |
| Spread %: |
4.26% |
| Delta: |
0.49 |
| Theta: |
-0.02 |
| Omega: |
7.24 |
| Rho: |
0.61 |
Quote data
| Open: |
0.760 |
| High: |
1.090 |
| Low: |
0.750 |
| Previous Close: |
0.940 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.93% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-1.80% |
| YTD |
|
|
+13.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.670 |
| 1M High / 1M Low: |
1.310 |
0.670 |
| 6M High / 6M Low: |
1.680 |
0.670 |
| High (YTD): |
2024-04-29 |
1.680 |
| Low (YTD): |
2024-06-19 |
0.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.852 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.973 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.130 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
243.08% |
| Volatility 6M: |
|
138.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
