UBS Call 145 CVX 16.01.2026
/ CH1319921040
UBS Call 145 CVX 16.01.2026/ CH1319921040 /
| 15/11/2024 16:15:37 |
Chg.+0.040 |
Bid16:15:37 |
Ask16:15:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.390EUR |
+1.70% |
2.390
Bid Size: 20,000 |
2.410
Ask Size: 20,000 |
Chevron Corporation |
145.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
UM2M4N |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
02/02/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.43 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.18 |
| Parity: |
1.60 |
| Time value: |
0.77 |
| Break-even: |
161.41 |
| Moneyness: |
1.12 |
| Premium: |
0.05 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.85% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
5.32 |
| Rho: |
1.20 |
Quote data
| Open: |
2.290 |
| High: |
2.410 |
| Low: |
2.270 |
| Previous Close: |
2.350 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.32% |
| 1 Month |
|
|
+59.33% |
| 3 Months |
|
|
+63.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.350 |
1.900 |
| 1M High / 1M Low: |
2.350 |
1.500 |
| 6M High / 6M Low: |
2.800 |
1.070 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.080 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.783 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.878 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.64% |
| Volatility 6M: |
|
102.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
