UBS Call 166 CVX 16.01.2026
/ CH1322952040
UBS Call 166 CVX 16.01.2026/ CH1322952040 /
| 16/07/2024 17:22:26 |
Chg.0.000 |
Bid17:22:26 |
Ask17:22:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.310EUR |
0.00% |
1.310
Bid Size: 20,000 |
1.320
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: |
10.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.18 |
| Parity: |
-0.73 |
| Time value: |
1.33 |
| Break-even: |
165.62 |
| Moneyness: |
0.95 |
| Premium: |
0.14 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
1.53% |
| Delta: |
0.55 |
| Theta: |
-0.02 |
| Omega: |
6.04 |
| Rho: |
1.01 |
Quote data
| Open: |
1.260 |
| High: |
1.320 |
| Low: |
1.210 |
| Previous Close: |
1.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.09% |
| 1 Month |
|
|
+12.93% |
| 3 Months |
|
|
-16.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.310 |
1.100 |
| 1M High / 1M Low: |
1.440 |
1.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.200 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.246 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
