UBS Call 128 CHV 21.03.2025
/ DE000UP02WR5
UBS Call 128 CHV 21.03.2025/ DE000UP02WR5 /
| 1/24/2025 7:36:21 PM |
Chg.-0.070 |
Bid9:55:49 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.690EUR |
-2.54% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
128.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
UP02WR |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
128.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
9/10/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.09 |
| Intrinsic value: |
2.03 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.18 |
| Parity: |
2.03 |
| Time value: |
0.66 |
| Break-even: |
154.90 |
| Moneyness: |
1.16 |
| Premium: |
0.04 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.02 |
| Spread %: |
0.75% |
| Delta: |
0.76 |
| Theta: |
-0.11 |
| Omega: |
4.21 |
| Rho: |
0.13 |
Quote data
| Open: |
2.770 |
| High: |
2.780 |
| Low: |
2.690 |
| Previous Close: |
2.760 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.24% |
| 1 Month |
|
|
+67.08% |
| 3 Months |
|
|
+16.45% |
| YTD |
|
|
+57.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.380 |
2.690 |
| 1M High / 1M Low: |
3.380 |
1.670 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/20/2025 |
3.380 |
| Low (YTD): |
1/2/2025 |
1.920 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.952 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.552 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |