UBS Call 158 CHV 16.01.2026
/ CH1319921123
UBS Call 158 CHV 16.01.2026/ CH1319921123 /
| 18/10/2024 16:35:06 |
Chg.-0.050 |
Bid16:35:06 |
Ask16:35:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.070EUR |
-4.46% |
1.070
Bid Size: 20,000 |
1.090
Ask Size: 20,000 |
CHEVRON CORP. D... |
158.00 - |
16/01/2026 |
Call |
Master data
| WKN: |
UM2FAB |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
158.00 - |
| Maturity: |
16/01/2026 |
| Issue date: |
02/02/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
-1.84 |
| Time value: |
1.13 |
| Break-even: |
169.30 |
| Moneyness: |
0.88 |
| Premium: |
0.21 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
0.89% |
| Delta: |
0.44 |
| Theta: |
-0.02 |
| Omega: |
5.46 |
| Rho: |
0.63 |
Quote data
| Open: |
1.140 |
| High: |
1.150 |
| Low: |
1.050 |
| Previous Close: |
1.120 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.76% |
| 1 Month |
|
|
+27.38% |
| 3 Months |
|
|
-42.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
0.970 |
| 1M High / 1M Low: |
1.200 |
0.740 |
| 6M High / 6M Low: |
2.420 |
0.670 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.015 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.429 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.09% |
| Volatility 6M: |
|
112.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
