UBS Call 156 CHV 16.01.2026
/ CH1319921115
UBS Call 156 CHV 16.01.2026/ CH1319921115 /
| 06/09/2024 19:41:31 |
Chg.-0.080 |
Bid21:52:24 |
Ask21:52:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
-9.52% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
156.00 - |
16/01/2026 |
Call |
Master data
| WKN: |
UM2AT6 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
156.00 - |
| Maturity: |
16/01/2026 |
| Issue date: |
02/02/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
-3.10 |
| Time value: |
0.79 |
| Break-even: |
163.90 |
| Moneyness: |
0.80 |
| Premium: |
0.31 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.07 |
| Spread %: |
9.72% |
| Delta: |
0.35 |
| Theta: |
-0.02 |
| Omega: |
5.52 |
| Rho: |
0.49 |
Quote data
| Open: |
0.810 |
| High: |
0.860 |
| Low: |
0.760 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.62% |
| 1 Month |
|
|
-23.23% |
| 3 Months |
|
|
-58.01% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.760 |
| 1M High / 1M Low: |
1.130 |
0.760 |
| 6M High / 6M Low: |
2.540 |
0.760 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.918 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.009 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.720 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.92% |
| Volatility 6M: |
|
95.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
