UBS Call 170 CVX 16.01.2026
/ CH1326143596
UBS Call 170 CVX 16.01.2026/ CH1326143596 /
| 09/07/2024 09:48:46 |
Chg.+0.110 |
Bid18:41:18 |
Ask18:41:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
+12.50% |
1.010
Bid Size: 20,000 |
1.070
Ask Size: 20,000 |
Chevron Corporation |
170.00 USD |
16/01/2026 |
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: |
16/01/2026 |
| Issue date: |
19/02/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
-1.45 |
| Time value: |
1.12 |
| Break-even: |
168.16 |
| Moneyness: |
0.91 |
| Premium: |
0.18 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.15 |
| Spread %: |
15.46% |
| Delta: |
0.48 |
| Theta: |
-0.02 |
| Omega: |
6.11 |
| Rho: |
0.87 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.990 |
| Previous Close: |
0.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.39% |
| 1 Month |
|
|
-14.66% |
| 3 Months |
|
|
-36.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.150 |
0.880 |
| 1M High / 1M Low: |
1.230 |
0.880 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.058 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.093 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
