UBS Call 144 CHV 16.01.2026
/ CH1319921032
UBS Call 144 CHV 16.01.2026/ CH1319921032 /
| 2024-09-17 2:54:31 PM |
Chg.+0.040 |
Bid3:51:56 PM |
Ask3:51:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.270EUR |
+3.25% |
1.330
Bid Size: 20,000 |
1.350
Ask Size: 20,000 |
CHEVRON CORP. D... |
144.00 - |
2026-01-16 |
Call |
Master data
| WKN: |
UM2LSN |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
144.00 - |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-02-02 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
-1.63 |
| Time value: |
1.28 |
| Break-even: |
156.80 |
| Moneyness: |
0.89 |
| Premium: |
0.23 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
1.59% |
| Delta: |
0.47 |
| Theta: |
-0.02 |
| Omega: |
4.73 |
| Rho: |
0.64 |
Quote data
| Open: |
1.270 |
| High: |
1.270 |
| Low: |
1.270 |
| Previous Close: |
1.230 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.45% |
| 1 Month |
|
|
-16.99% |
| 3 Months |
|
|
-41.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.240 |
1.100 |
| 1M High / 1M Low: |
1.640 |
1.100 |
| 6M High / 6M Low: |
3.220 |
1.100 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.170 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.410 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.260 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.18% |
| Volatility 6M: |
|
86.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
