UBS Call 142 CVX 21.03.2025
/ CH1329495357
UBS Call 142 CVX 21.03.2025/ CH1329495357 /
| 1/24/2025 7:25:57 PM |
Chg.-0.070 |
Bid9:56:54 PM |
Ask9:56:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.400EUR |
-4.76% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
142.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
UM3J3R |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
142.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
3/8/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
1.30 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
1.30 |
| Time value: |
0.11 |
| Break-even: |
149.41 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.44% |
| Delta: |
0.90 |
| Theta: |
-0.03 |
| Omega: |
9.50 |
| Rho: |
0.18 |
Quote data
| Open: |
1.470 |
| High: |
1.480 |
| Low: |
1.400 |
| Previous Close: |
1.470 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.21% |
| 1 Month |
|
|
+118.75% |
| 3 Months |
|
|
+6.87% |
| YTD |
|
|
+105.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.040 |
1.400 |
| 1M High / 1M Low: |
2.040 |
0.660 |
| 6M High / 6M Low: |
2.280 |
0.640 |
| High (YTD): |
1/20/2025 |
2.040 |
| Low (YTD): |
1/2/2025 |
0.830 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.646 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.325 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.361 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.48% |
| Volatility 6M: |
|
152.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |