UBS Call 148 CHV 16.01.2026
/ CH1319921065
UBS Call 148 CHV 16.01.2026/ CH1319921065 /
| 8/2/2024 8:49:08 AM |
Chg.-0.47 |
Bid7:22:10 PM |
Ask7:22:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.76EUR |
-21.08% |
1.46
Bid Size: 20,000 |
1.53
Ask Size: 20,000 |
CHEVRON CORP. D... |
148.00 - |
1/16/2026 |
Call |
Master data
| WKN: |
UM2AT0 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
148.00 - |
| Maturity: |
1/16/2026 |
| Issue date: |
2/2/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
-0.65 |
| Time value: |
1.81 |
| Break-even: |
166.10 |
| Moneyness: |
0.96 |
| Premium: |
0.17 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
1.12% |
| Delta: |
0.57 |
| Theta: |
-0.02 |
| Omega: |
4.47 |
| Rho: |
0.92 |
Quote data
| Open: |
1.76 |
| High: |
1.76 |
| Low: |
1.76 |
| Previous Close: |
2.23 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.59% |
| 1 Month |
|
|
-16.19% |
| 3 Months |
|
|
-28.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.29 |
1.97 |
| 1M High / 1M Low: |
2.37 |
1.76 |
| 6M High / 6M Low: |
2.91 |
1.76 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.24 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.20% |
| Volatility 6M: |
|
83.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
