UBS Call 142 CHV 16.01.2026
/ CH1319921024
UBS Call 142 CHV 16.01.2026/ CH1319921024 /
| 7/16/2024 12:52:41 PM |
Chg.-0.050 |
Bid1:05:10 PM |
Ask1:05:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.460EUR |
-1.99% |
2.430
Bid Size: 10,000 |
2.470
Ask Size: 10,000 |
CHEVRON CORP. D... |
142.00 - |
1/16/2026 |
Call |
Master data
| WKN: |
UM2NZ5 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
142.00 - |
| Maturity: |
1/16/2026 |
| Issue date: |
2/2/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.81 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
0.30 |
| Time value: |
2.19 |
| Break-even: |
166.90 |
| Moneyness: |
1.02 |
| Premium: |
0.15 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.81% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
3.80 |
| Rho: |
1.05 |
Quote data
| Open: |
2.410 |
| High: |
2.460 |
| Low: |
2.410 |
| Previous Close: |
2.510 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.31% |
| 1 Month |
|
|
+9.82% |
| 3 Months |
|
|
-8.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.510 |
2.190 |
| 1M High / 1M Low: |
2.640 |
2.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.312 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.393 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
