UBS Call 168 CVX 21.03.2025
/ CH1326143562
UBS Call 168 CVX 21.03.2025/ CH1326143562 /
2024-06-25 6:01:02 PM |
Chg.-0.070 |
Bid6:01:02 PM |
Ask6:01:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.720EUR |
-8.86% |
0.720 Bid Size: 10,000 |
0.780 Ask Size: 10,000 |
Chevron Corporation |
168.00 USD |
2025-03-21 |
Call |
Master data
WKN: |
UM1P6C |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
168.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-02-19 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
18.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.75 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.18 |
Parity: |
-0.81 |
Time value: |
0.80 |
Break-even: |
164.54 |
Moneyness: |
0.95 |
Premium: |
0.11 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.01 |
Spread %: |
1.27% |
Delta: |
0.47 |
Theta: |
-0.02 |
Omega: |
8.69 |
Rho: |
0.45 |
Quote data
Open: |
0.770 |
High: |
0.770 |
Low: |
0.720 |
Previous Close: |
0.790 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+24.14% |
1 Month |
|
|
-7.69% |
3 Months |
|
|
-20.88% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.790 |
0.540 |
1M High / 1M Low: |
0.980 |
0.540 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.656 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.705 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
204.10% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |