UBS Call 170 CVX 16.01.2026
/ CH1326143596
UBS Call 170 CVX 16.01.2026/ CH1326143596 /
10/18/2024 3:57:37 PM |
Chg.+0.020 |
Bid3:58:37 PM |
Ask3:58:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.710EUR |
+2.90% |
0.700 Bid Size: 20,000 |
0.720 Ask Size: 20,000 |
Chevron Corporation |
170.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
UM1PBW |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
170.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
2/19/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
18.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.72 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.19 |
Parity: |
-1.74 |
Time value: |
0.75 |
Break-even: |
164.48 |
Moneyness: |
0.89 |
Premium: |
0.18 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.02 |
Spread %: |
2.74% |
Delta: |
0.40 |
Theta: |
-0.02 |
Omega: |
7.42 |
Rho: |
0.60 |
Quote data
Open: |
0.750 |
High: |
0.750 |
Low: |
0.710 |
Previous Close: |
0.690 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-8.97% |
1 Month |
|
|
+29.09% |
3 Months |
|
|
-49.65% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.780 |
0.660 |
1M High / 1M Low: |
0.820 |
0.470 |
6M High / 6M Low: |
1.870 |
0.410 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.708 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.664 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.009 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
156.16% |
Volatility 6M: |
|
130.72% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |