UBS Call 126 CHV 21.03.2025
/ DE000UP1EHA1
UBS Call 126 CHV 21.03.2025/ DE000UP1EHA1 /
| 24/01/2025 08:19:56 |
Chg.-0.01 |
Bid22:00:20 |
Ask22:00:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.96EUR |
-0.34% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
126.00 - |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
10/09/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.29 |
| Intrinsic value: |
2.23 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.18 |
| Parity: |
2.23 |
| Time value: |
0.63 |
| Break-even: |
154.60 |
| Moneyness: |
1.18 |
| Premium: |
0.04 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.78 |
| Theta: |
-0.11 |
| Omega: |
4.03 |
| Rho: |
0.13 |
Quote data
| Open: |
2.96 |
| High: |
2.96 |
| Low: |
2.96 |
| Previous Close: |
2.97 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.57% |
| 1 Month |
|
|
+64.44% |
| 3 Months |
|
|
+21.81% |
| YTD |
|
|
+59.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.74 |
2.96 |
| 1M High / 1M Low: |
3.74 |
1.85 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
21/01/2025 |
3.74 |
| Low (YTD): |
02/01/2025 |
1.93 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |