UBS Call 155 CHV 16.01.2026
/ CH1319921107
UBS Call 155 CHV 16.01.2026/ CH1319921107 /
| 16/07/2024 15:13:40 |
Chg.-0.070 |
Bid15:13:40 |
Ask15:13:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.710EUR |
-3.93% |
1.710
Bid Size: 10,000 |
1.750
Ask Size: 10,000 |
CHEVRON CORP. D... |
155.00 - |
16/01/2026 |
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: |
16/01/2026 |
| Issue date: |
02/02/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
-1.00 |
| Time value: |
1.80 |
| Break-even: |
173.00 |
| Moneyness: |
0.94 |
| Premium: |
0.19 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
1.12% |
| Delta: |
0.55 |
| Theta: |
-0.02 |
| Omega: |
4.43 |
| Rho: |
0.93 |
Quote data
| Open: |
1.730 |
| High: |
1.780 |
| Low: |
1.700 |
| Previous Close: |
1.780 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.76% |
| 1 Month |
|
|
+7.55% |
| 3 Months |
|
|
-16.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.780 |
1.530 |
| 1M High / 1M Low: |
1.940 |
1.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.648 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.706 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
