UBS Call 142 CHV 16.01.2026
/ CH1319921024
UBS Call 142 CHV 16.01.2026/ CH1319921024 /
| 17/06/2024 08:54:09 |
Chg.-0.03 |
Bid18:31:49 |
Ask18:31:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.17EUR |
-1.36% |
2.28
Bid Size: 10,000 |
2.34
Ask Size: 10,000 |
CHEVRON CORP. D... |
142.00 - |
16/01/2026 |
Call |
Master data
| WKN: |
UM2NZ5 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
142.00 - |
| Maturity: |
16/01/2026 |
| Issue date: |
02/02/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.73 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
0.06 |
| Time value: |
2.23 |
| Break-even: |
164.90 |
| Moneyness: |
1.00 |
| Premium: |
0.16 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.06 |
| Spread %: |
2.69% |
| Delta: |
0.64 |
| Theta: |
-0.02 |
| Omega: |
3.96 |
| Rho: |
1.07 |
Quote data
| Open: |
2.17 |
| High: |
2.17 |
| Low: |
2.17 |
| Previous Close: |
2.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.79% |
| 1 Month |
|
|
-24.13% |
| 3 Months |
|
|
-15.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.50 |
2.20 |
| 1M High / 1M Low: |
2.96 |
2.20 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
