UBS Call 146 CHV 16.01.2026
/ CH1319921057
UBS Call 146 CHV 16.01.2026/ CH1319921057 /
| 2024-07-31 9:56:52 PM |
Chg.+0.040 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.400EUR |
+1.69% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
146.00 - |
2026-01-16 |
Call |
Master data
| WKN: |
UM2JMH |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
146.00 - |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-02-02 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.73 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
0.15 |
| Time value: |
2.22 |
| Break-even: |
169.70 |
| Moneyness: |
1.01 |
| Premium: |
0.15 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.42% |
| Delta: |
0.64 |
| Theta: |
-0.02 |
| Omega: |
3.98 |
| Rho: |
1.03 |
Quote data
| Open: |
2.400 |
| High: |
2.460 |
| Low: |
2.360 |
| Previous Close: |
2.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.50% |
| 1 Month |
|
|
+7.14% |
| 3 Months |
|
|
-12.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.360 |
2.060 |
| 1M High / 1M Low: |
2.510 |
1.950 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.196 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.176 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
