UBS Call 178 CVX 16.01.2026/  DE000UM4N3K1  /

EUWAX
2024-09-06  8:44:32 AM Chg.-0.030 Bid10:00:21 PM Ask10:00:21 PM Underlying Strike price Expiration date Option type
0.340EUR -8.11% -
Bid Size: -
-
Ask Size: -
Chevron Corporation 178.00 USD 2026-01-16 Call
 

Master data

WKN: UM4N3K
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 178.00 USD
Maturity: 2026-01-16
Issue date: 2024-04-24
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.72
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.18
Parity: -3.56
Time value: 0.36
Break-even: 164.17
Moneyness: 0.78
Premium: 0.31
Premium p.a.: 0.22
Spread abs.: 0.07
Spread %: 24.14%
Delta: 0.23
Theta: -0.01
Omega: 8.06
Rho: 0.35
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.370
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.61%
1 Month
  -27.66%
3 Months
  -62.64%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.340
1M High / 1M Low: 0.500 0.340
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.418
Avg. volume 1W:   0.000
Avg. price 1M:   0.453
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   124.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -