UBS Call 166 CVX 16.01.2026
/ CH1322952040
UBS Call 166 CVX 16.01.2026/ CH1322952040 /
18/10/2024 18:05:22 |
Chg.-0.010 |
Bid18:53:23 |
Ask18:53:23 |
Underlying |
Strike price |
Expiration date |
Option type |
0.800EUR |
-1.23% |
0.810 Bid Size: 20,000 |
0.830 Ask Size: 20,000 |
Chevron Corporation |
166.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
UM2FY1 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
166.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
08/02/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
16.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.84 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.19 |
Parity: |
-1.37 |
Time value: |
0.86 |
Break-even: |
161.89 |
Moneyness: |
0.91 |
Premium: |
0.16 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.02 |
Spread %: |
2.38% |
Delta: |
0.44 |
Theta: |
-0.02 |
Omega: |
7.16 |
Rho: |
0.66 |
Quote data
Open: |
0.870 |
High: |
0.870 |
Low: |
0.790 |
Previous Close: |
0.810 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-11.11% |
1 Month |
|
|
+25.00% |
3 Months |
|
|
-49.37% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.900 |
0.760 |
1M High / 1M Low: |
0.940 |
0.560 |
6M High / 6M Low: |
2.050 |
0.480 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.822 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.770 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.137 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
143.00% |
Volatility 6M: |
|
124.22% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |