UBS Call 170 CVX 20.06.2025
/ CH1302940460
UBS Call 170 CVX 20.06.2025/ CH1302940460 /
| 2024-09-26 9:54:53 PM |
Chg.-0.023 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.227EUR |
-9.20% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
170.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
UL9MRA |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 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: |
47.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
-2.34 |
| Time value: |
0.27 |
| Break-even: |
155.44 |
| Moneyness: |
0.85 |
| Premium: |
0.20 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.02 |
| Spread %: |
8.00% |
| Delta: |
0.23 |
| Theta: |
-0.01 |
| Omega: |
10.95 |
| Rho: |
0.20 |
Quote data
| Open: |
0.226 |
| High: |
0.250 |
| Low: |
0.184 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.33% |
| 1 Month |
|
|
-43.25% |
| 3 Months |
|
|
-69.73% |
| YTD |
|
|
-71.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.250 |
| 1M High / 1M Low: |
0.400 |
0.185 |
| 6M High / 6M Low: |
1.450 |
0.185 |
| High (YTD): |
2024-04-29 |
1.450 |
| Low (YTD): |
2024-09-06 |
0.185 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.302 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.290 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.760 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.81% |
| Volatility 6M: |
|
183.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
