UBS Call 170 CVX 16.01.2026
/ CH1326143596
UBS Call 170 CVX 16.01.2026/ CH1326143596 /
| 10/9/2024 9:53:22 AM |
Chg.- |
Bid2:30:23 PM |
Ask2:30:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
- |
0.730
Bid Size: 10,000 |
0.770
Ask Size: 10,000 |
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: |
17.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
-1.86 |
| Time value: |
0.77 |
| Break-even: |
163.07 |
| Moneyness: |
0.88 |
| Premium: |
0.19 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.07 |
| Spread %: |
10.00% |
| Delta: |
0.40 |
| Theta: |
-0.02 |
| Omega: |
7.03 |
| Rho: |
0.59 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.21% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
-26.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.690 |
| 1M High / 1M Low: |
0.810 |
0.410 |
| 6M High / 6M Low: |
1.800 |
0.410 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.758 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.577 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.036 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.91% |
| Volatility 6M: |
|
139.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
