UBS Call 164 CVX 16.01.2026
/ CH1322952024
UBS Call 164 CVX 16.01.2026/ CH1322952024 /
2024-06-28 10:18:58 AM |
Chg.+0.050 |
Bid10:18:58 AM |
Ask10:18:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.440EUR |
+3.60% |
1.440 Bid Size: 1,000 |
1.540 Ask Size: 1,000 |
Chevron Corporation |
164.00 USD |
2026-01-16 |
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: |
2026-01-16 |
Issue date: |
2024-02-08 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.38 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.18 |
Parity: |
-0.72 |
Time value: |
1.45 |
Break-even: |
167.66 |
Moneyness: |
0.95 |
Premium: |
0.15 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.06 |
Spread %: |
4.32% |
Delta: |
0.56 |
Theta: |
-0.02 |
Omega: |
5.66 |
Rho: |
1.05 |
Quote data
Open: |
1.400 |
High: |
1.440 |
Low: |
1.390 |
Previous Close: |
1.390 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.88% |
1 Month |
|
|
-11.11% |
3 Months |
|
|
-12.20% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.520 |
1.340 |
1M High / 1M Low: |
1.770 |
1.210 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.414 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.410 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
113.93% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |