UBS Call 155 CHV 16.01.2026
/ CH1319921107
UBS Call 155 CHV 16.01.2026/ CH1319921107 /
9/9/2024 11:30:13 AM |
Chg.+0.050 |
Bid11:30:13 AM |
Ask11:30:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.800EUR |
+6.67% |
0.800 Bid Size: 10,000 |
0.840 Ask Size: 10,000 |
CHEVRON CORP. D... |
155.00 - |
1/16/2026 |
Call |
Master data
WKN: |
UM2UMN |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
CHEVRON CORP. DL-,75 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
155.00 - |
Maturity: |
1/16/2026 |
Issue date: |
2/2/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
15.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.18 |
Parity: |
-3.00 |
Time value: |
0.82 |
Break-even: |
163.20 |
Moneyness: |
0.81 |
Premium: |
0.31 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.07 |
Spread %: |
9.33% |
Delta: |
0.36 |
Theta: |
-0.02 |
Omega: |
5.45 |
Rho: |
0.49 |
Quote data
Open: |
0.760 |
High: |
0.810 |
Low: |
0.760 |
Previous Close: |
0.750 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-29.82% |
1 Month |
|
|
-23.08% |
3 Months |
|
|
-55.31% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.140 |
0.750 |
1M High / 1M Low: |
1.170 |
0.750 |
6M High / 6M Low: |
2.570 |
0.750 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.928 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.048 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.768 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
92.72% |
Volatility 6M: |
|
92.56% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |