UBS Call 155 CHV 16.01.2026
/ CH1319921107
UBS Call 155 CHV 16.01.2026/ CH1319921107 /
| 7/9/2024 10:28:29 AM |
Chg.+0.020 |
Bid10:28:29 AM |
Ask10:28:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.570EUR |
+1.29% |
1.570
Bid Size: 10,000 |
1.660
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: |
8.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
-1.25 |
| Time value: |
1.69 |
| Break-even: |
171.90 |
| Moneyness: |
0.92 |
| Premium: |
0.21 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.14 |
| Spread %: |
9.03% |
| Delta: |
0.53 |
| Theta: |
-0.02 |
| Omega: |
4.48 |
| Rho: |
0.89 |
Quote data
| Open: |
1.470 |
| High: |
1.580 |
| Low: |
1.460 |
| Previous Close: |
1.550 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.80% |
| 1 Month |
|
|
-12.29% |
| 3 Months |
|
|
-31.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.780 |
1.550 |
| 1M High / 1M Low: |
1.940 |
1.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.676 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.722 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
