UBS Call 166 CHV 21.03.2025
/ CH1326171787
UBS Call 166 CHV 21.03.2025/ CH1326171787 /
| 2024-06-24 7:28:07 PM |
Chg.+0.060 |
Bid9:59:49 PM |
Ask9:59:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
+7.69% |
0.870
Bid Size: 10,000 |
0.880
Ask Size: 10,000 |
CHEVRON CORP. D... |
166.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
UM2NTL |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
166.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
-2.07 |
| Time value: |
0.73 |
| Break-even: |
173.30 |
| Moneyness: |
0.88 |
| Premium: |
0.19 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
1.39% |
| Delta: |
0.36 |
| Theta: |
-0.03 |
| Omega: |
7.22 |
| Rho: |
0.34 |
Quote data
| Open: |
0.670 |
| High: |
0.850 |
| Low: |
0.670 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.23% |
| 1 Month |
|
|
-3.45% |
| 3 Months |
|
|
-15.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.600 |
| 1M High / 1M Low: |
0.970 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.732 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.772 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
