UBS Call 168 CVX 16.01.2026
/ CH1322952057
UBS Call 168 CVX 16.01.2026/ CH1322952057 /
2024-08-14 12:33:40 PM |
Chg.-0.020 |
Bid9:56:14 PM |
Ask9:56:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.630EUR |
-3.08% |
- Bid Size: - |
- Ask Size: - |
Chevron Corporation |
168.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
UM2G9P |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
168.00 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: |
19.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.63 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.18 |
Parity: |
-2.17 |
Time value: |
0.66 |
Break-even: |
159.38 |
Moneyness: |
0.86 |
Premium: |
0.22 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.02 |
Spread %: |
3.13% |
Delta: |
0.37 |
Theta: |
-0.01 |
Omega: |
7.30 |
Rho: |
0.59 |
Quote data
Open: |
0.630 |
High: |
0.630 |
Low: |
0.630 |
Previous Close: |
0.650 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-5.97% |
1 Month |
|
|
-44.74% |
3 Months |
|
|
-61.35% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.700 |
0.650 |
1M High / 1M Low: |
1.490 |
0.650 |
6M High / 6M Low: |
1.960 |
0.650 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.672 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.029 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.342 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
171.61% |
Volatility 6M: |
|
107.96% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |