UBS Call 130 CHV 21.03.2025
/ DE000UP1GNG1
UBS Call 130 CHV 21.03.2025/ DE000UP1GNG1 /
| 1/24/2025 8:21:03 AM |
Chg.0.00 |
Bid10:00:20 PM |
Ask10:00:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.59EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
130.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
UP1GNG |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
9/10/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.89 |
| Intrinsic value: |
1.83 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.18 |
| Parity: |
1.83 |
| Time value: |
0.66 |
| Break-even: |
154.90 |
| Moneyness: |
1.14 |
| Premium: |
0.04 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.75 |
| Theta: |
-0.11 |
| Omega: |
4.48 |
| Rho: |
0.13 |
Quote data
| Open: |
2.59 |
| High: |
2.59 |
| Low: |
2.59 |
| Previous Close: |
2.59 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.60% |
| 1 Month |
|
|
+76.19% |
| 3 Months |
|
|
+22.75% |
| YTD |
|
|
+70.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.36 |
2.59 |
| 1M High / 1M Low: |
3.36 |
1.51 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/21/2025 |
3.36 |
| Low (YTD): |
1/2/2025 |
1.59 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |