UBS Call 136 CVX 21.03.2025
/ DE000UM9F5U0
UBS Call 136 CVX 21.03.2025/ DE000UM9F5U0 /
| 1/24/2025 7:31:19 PM |
Chg.-0.060 |
Bid9:56:01 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.930EUR |
-3.02% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
136.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
UM9F5U |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
136.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
8/13/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.93 |
| Intrinsic value: |
1.87 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.18 |
| Parity: |
1.87 |
| Time value: |
0.06 |
| Break-even: |
148.89 |
| Moneyness: |
1.14 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.99 |
| Theta: |
-0.01 |
| Omega: |
7.59 |
| Rho: |
0.19 |
Quote data
| Open: |
2.000 |
| High: |
2.090 |
| Low: |
1.930 |
| Previous Close: |
1.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.11% |
| 1 Month |
|
|
+93.00% |
| 3 Months |
|
|
+12.87% |
| YTD |
|
|
+80.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.550 |
1.930 |
| 1M High / 1M Low: |
2.550 |
1.040 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/20/2025 |
2.550 |
| Low (YTD): |
1/2/2025 |
1.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.178 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.818 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |