UBS Call 142 CHV 16.01.2026
/ CH1319921024
UBS Call 142 CHV 16.01.2026/ CH1319921024 /
14/08/2024 12:27:22 |
Chg.-0.010 |
Bid21:56:54 |
Ask21:56:54 |
Underlying |
Strike price |
Expiration date |
Option type |
1.510EUR |
-0.66% |
- Bid Size: - |
- Ask Size: - |
CHEVRON CORP. D... |
142.00 - |
16/01/2026 |
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: |
16/01/2026 |
Issue date: |
02/02/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.98 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.18 |
Parity: |
-1.09 |
Time value: |
1.53 |
Break-even: |
157.30 |
Moneyness: |
0.92 |
Premium: |
0.20 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.01 |
Spread %: |
0.66% |
Delta: |
0.53 |
Theta: |
-0.02 |
Omega: |
4.54 |
Rho: |
0.77 |
Quote data
Open: |
1.510 |
High: |
1.510 |
Low: |
1.510 |
Previous Close: |
1.520 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-1.95% |
1 Month |
|
|
-39.84% |
3 Months |
|
|
-48.81% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.620 |
1.510 |
1M High / 1M Low: |
2.850 |
1.510 |
6M High / 6M Low: |
3.350 |
1.510 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.552 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.118 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.541 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
130.30% |
Volatility 6M: |
|
79.78% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |