UBS Call 156 CHV 16.01.2026
/ CH1319921115
UBS Call 156 CHV 16.01.2026/ CH1319921115 /
| 13/11/2024 15:49:22 |
Chg.-0.020 |
Bid16:23:01 |
Ask16:23:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.360EUR |
-1.45% |
1.390
Bid Size: 20,000 |
1.410
Ask Size: 20,000 |
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: |
10.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
-0.97 |
| Time value: |
1.37 |
| Break-even: |
169.70 |
| Moneyness: |
0.94 |
| Premium: |
0.16 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
1.48% |
| Delta: |
0.51 |
| Theta: |
-0.02 |
| Omega: |
5.45 |
| Rho: |
0.72 |
Quote data
| Open: |
1.350 |
| High: |
1.400 |
| Low: |
1.350 |
| Previous Close: |
1.380 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.93% |
| 1 Month |
|
|
+7.94% |
| 3 Months |
|
|
+38.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.510 |
1.380 |
| 1M High / 1M Low: |
1.510 |
1.070 |
| 6M High / 6M Low: |
2.240 |
0.710 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.450 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.235 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.388 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.46% |
| Volatility 6M: |
|
114.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
