UBS Call 168 CVX 16.01.2026
/ CH1322952057
UBS Call 168 CVX 16.01.2026/ CH1322952057 /
06/09/2024 21:54:54 |
Chg.-0.070 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
-13.46% |
- Bid Size: - |
- Ask Size: - |
Chevron Corporation |
168.00 USD |
16/01/2026 |
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: |
16/01/2026 |
Issue date: |
08/02/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
24.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.42 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.18 |
Parity: |
-2.66 |
Time value: |
0.51 |
Break-even: |
156.65 |
Moneyness: |
0.82 |
Premium: |
0.25 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.07 |
Spread %: |
15.91% |
Delta: |
0.31 |
Theta: |
-0.01 |
Omega: |
7.54 |
Rho: |
0.45 |
Quote data
Open: |
0.510 |
High: |
0.550 |
Low: |
0.440 |
Previous Close: |
0.520 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-38.36% |
1 Month |
|
|
-26.23% |
3 Months |
|
|
-64.29% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.720 |
0.450 |
1M High / 1M Low: |
0.750 |
0.450 |
6M High / 6M Low: |
1.940 |
0.450 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.574 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.661 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.247 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
103.84% |
Volatility 6M: |
|
105.68% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |