UBS Call 142 CHV 16.01.2026
/ CH1319921024
UBS Call 142 CHV 16.01.2026/ CH1319921024 /
| 8/15/2024 8:26:03 AM |
Chg.-0.020 |
Bid8:26:03 AM |
Ask8:26:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.520EUR |
-1.30% |
1.520
Bid Size: 5,000 |
1.570
Ask Size: 5,000 |
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: |
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: |
1.520 |
| Low: |
1.510 |
| Previous Close: |
1.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-38.46% |
| 3 Months |
|
|
-47.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.590 |
1.520 |
| 1M High / 1M Low: |
2.750 |
1.450 |
| 6M High / 6M Low: |
3.320 |
1.450 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.548 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.104 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.540 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.66% |
| Volatility 6M: |
|
78.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
