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: |
|
- |