UBS Call 144 CHV 16.01.2026
/ CH1319921032
UBS Call 144 CHV 16.01.2026/ CH1319921032 /
| 2024-07-08 3:40:33 PM |
Chg.+0.010 |
Bid3:40:33 PM |
Ask3:40:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.120EUR |
+0.47% |
2.120
Bid Size: 20,000 |
2.260
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: |
6.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
-0.15 |
| Time value: |
2.25 |
| Break-even: |
166.50 |
| Moneyness: |
0.99 |
| Premium: |
0.17 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.14 |
| Spread %: |
6.64% |
| Delta: |
0.62 |
| Theta: |
-0.02 |
| Omega: |
3.92 |
| Rho: |
1.00 |
Quote data
| Open: |
1.980 |
| High: |
2.120 |
| Low: |
1.970 |
| Previous Close: |
2.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.40% |
| 1 Month |
|
|
-9.79% |
| 3 Months |
|
|
-24.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.360 |
2.110 |
| 1M High / 1M Low: |
2.540 |
2.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.290 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.296 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
