UBS Call 176 CHV 16.01.2026
/ DE000UM3SQM6
UBS Call 176 CHV 16.01.2026/ DE000UM3SQM6 /
08/07/2024 17:57:21 |
Chg.-0.030 |
Bid17:57:21 |
Ask17:57:21 |
Underlying |
Strike price |
Expiration date |
Option type |
0.770EUR |
-3.75% |
0.770 Bid Size: 20,000 |
0.920 Ask Size: 20,000 |
CHEVRON CORP. D... |
176.00 - |
16/01/2026 |
Call |
Master data
WKN: |
UM3SQM |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
CHEVRON CORP. DL-,75 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
176.00 - |
Maturity: |
16/01/2026 |
Issue date: |
05/04/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
15.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.49 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.18 |
Parity: |
-3.35 |
Time value: |
0.95 |
Break-even: |
185.50 |
Moneyness: |
0.81 |
Premium: |
0.30 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.15 |
Spread %: |
18.75% |
Delta: |
0.37 |
Theta: |
-0.02 |
Omega: |
5.50 |
Rho: |
0.65 |
Quote data
Open: |
0.690 |
High: |
0.830 |
Low: |
0.680 |
Previous Close: |
0.800 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-20.62% |
1 Month |
|
|
-22.22% |
3 Months |
|
|
-43.38% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.980 |
0.800 |
1M High / 1M Low: |
1.070 |
0.800 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.918 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.937 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
123.96% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |