UBS Call 152 CHV 16.01.2026
/ CH1319921081
UBS Call 152 CHV 16.01.2026/ CH1319921081 /
| 11/09/2024 08:57:52 |
Chg.-0.070 |
Bid10:05:55 |
Ask10:05:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
-7.69% |
0.860
Bid Size: 10,000 |
0.890
Ask Size: 10,000 |
CHEVRON CORP. D... |
152.00 - |
16/01/2026 |
Call |
Master data
| WKN: |
UM2ASU |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
152.00 - |
| Maturity: |
16/01/2026 |
| Issue date: |
02/02/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
-2.66 |
| Time value: |
0.87 |
| Break-even: |
160.70 |
| Moneyness: |
0.83 |
| Premium: |
0.28 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
1.16% |
| Delta: |
0.38 |
| Theta: |
-0.02 |
| Omega: |
5.45 |
| Rho: |
0.52 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.840 |
| Previous Close: |
0.910 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.22% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
-56.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.880 |
| 1M High / 1M Low: |
1.280 |
0.880 |
| 6M High / 6M Low: |
2.680 |
0.880 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.964 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.146 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.871 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.56% |
| Volatility 6M: |
|
100.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
