UBS Call 152 CHV 16.01.2026
/ CH1319921081
UBS Call 152 CHV 16.01.2026/ CH1319921081 /
10/10/2024 11:52:25 |
Chg.+0.050 |
Bid11:52:25 |
Ask11:52:25 |
Underlying |
Strike price |
Expiration date |
Option type |
1.360EUR |
+3.82% |
1.360 Bid Size: 10,000 |
1.400 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: |
9.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.77 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.18 |
Parity: |
-1.52 |
Time value: |
1.38 |
Break-even: |
165.80 |
Moneyness: |
0.90 |
Premium: |
0.21 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.07 |
Spread %: |
5.34% |
Delta: |
0.48 |
Theta: |
-0.02 |
Omega: |
4.80 |
Rho: |
0.66 |
Quote data
Open: |
1.330 |
High: |
1.360 |
Low: |
1.300 |
Previous Close: |
1.310 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.90% |
1 Month |
|
|
+60.00% |
3 Months |
|
|
-23.60% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.450 |
1.310 |
1M High / 1M Low: |
1.450 |
0.830 |
6M High / 6M Low: |
2.740 |
0.830 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.374 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.126 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.733 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
117.68% |
Volatility 6M: |
|
102.38% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |