UBS Call 164 CVX 16.01.2026
/ CH1322952024
UBS Call 164 CVX 16.01.2026/ CH1322952024 /
8/14/2024 12:27:40 PM |
Chg.-0.010 |
Bid9:56:14 PM |
Ask9:56:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.730EUR |
-1.35% |
- Bid Size: - |
- Ask Size: - |
Chevron Corporation |
164.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
UM2BLD |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
164.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
2/8/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
17.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.73 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.18 |
Parity: |
-1.81 |
Time value: |
0.75 |
Break-even: |
156.65 |
Moneyness: |
0.88 |
Premium: |
0.19 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.01 |
Spread %: |
1.35% |
Delta: |
0.41 |
Theta: |
-0.02 |
Omega: |
7.10 |
Rho: |
0.65 |
Quote data
Open: |
0.730 |
High: |
0.730 |
Low: |
0.730 |
Previous Close: |
0.740 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.67% |
1 Month |
|
|
-48.23% |
3 Months |
|
|
-58.76% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.800 |
0.730 |
1M High / 1M Low: |
1.650 |
0.730 |
6M High / 6M Low: |
2.140 |
0.730 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.758 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.144 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.488 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
164.16% |
Volatility 6M: |
|
103.39% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |