UBS Call 126 CHV 21.03.2025
/ DE000UP1EHA1
UBS Call 126 CHV 21.03.2025/ DE000UP1EHA1 /
| 1/24/2025 7:32:47 PM |
Chg.-0.080 |
Bid9:56:02 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.860EUR |
-2.72% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
126.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
UP1EHA |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
126.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
9/10/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.43 |
| Intrinsic value: |
2.38 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.18 |
| Parity: |
2.38 |
| Time value: |
0.59 |
| Break-even: |
155.70 |
| Moneyness: |
1.19 |
| Premium: |
0.04 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.06 |
| Spread %: |
2.06% |
| Delta: |
0.79 |
| Theta: |
-0.11 |
| Omega: |
3.98 |
| Rho: |
0.14 |
Quote data
| Open: |
2.960 |
| High: |
3.030 |
| Low: |
2.860 |
| Previous Close: |
2.940 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.82% |
| 1 Month |
|
|
+61.58% |
| 3 Months |
|
|
+19.67% |
| YTD |
|
|
+52.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.520 |
2.940 |
| 1M High / 1M Low: |
3.520 |
1.830 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/20/2025 |
3.520 |
| Low (YTD): |
1/2/2025 |
2.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.250 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.722 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |