UBS Call 168 CVX 20.06.2025
/ CH1302940452
UBS Call 168 CVX 20.06.2025/ CH1302940452 /
| 2024-09-26 8:20:37 AM |
Chg.-0.030 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-10.34% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
168.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
UL9JHW |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
168.00 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: |
41.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
-2.16 |
| Time value: |
0.31 |
| Break-even: |
154.05 |
| Moneyness: |
0.86 |
| Premium: |
0.19 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
6.90% |
| Delta: |
0.25 |
| Theta: |
-0.02 |
| Omega: |
10.54 |
| Rho: |
0.22 |
Quote data
| Open: |
0.260 |
| High: |
0.270 |
| Low: |
0.260 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.21% |
| 1 Month |
|
|
-42.22% |
| 3 Months |
|
|
-67.90% |
| YTD |
|
|
-69.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.290 |
| 1M High / 1M Low: |
0.450 |
0.212 |
| 6M High / 6M Low: |
1.540 |
0.212 |
| High (YTD): |
2024-04-29 |
1.540 |
| Low (YTD): |
2024-09-06 |
0.212 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.338 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.325 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.822 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.30% |
| Volatility 6M: |
|
173.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
