UBS Call 158 CHV 16.01.2026
/ CH1319921123
UBS Call 158 CHV 16.01.2026/ CH1319921123 /
| 8/14/2024 9:56:15 PM |
Chg.+0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+1.10% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
158.00 - |
1/16/2026 |
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: |
1/16/2026 |
| Issue date: |
2/2/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
-2.69 |
| Time value: |
0.92 |
| Break-even: |
167.20 |
| Moneyness: |
0.83 |
| Premium: |
0.28 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
1.10% |
| Delta: |
0.39 |
| Theta: |
-0.02 |
| Omega: |
5.50 |
| Rho: |
0.59 |
Quote data
| Open: |
0.920 |
| High: |
0.960 |
| Low: |
0.860 |
| Previous Close: |
0.910 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.10% |
| 1 Month |
|
|
-43.90% |
| 3 Months |
|
|
-54.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.910 |
| 1M High / 1M Low: |
1.870 |
0.860 |
| 6M High / 6M Low: |
2.420 |
0.860 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.928 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.357 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.737 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.48% |
| Volatility 6M: |
|
93.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
