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: |
|
- |
