UBS Call 142 CHV 16.01.2026
/ CH1319921024
UBS Call 142 CHV 16.01.2026/ CH1319921024 /
2024-06-17 3:46:26 PM |
Chg.+0.020 |
Bid3:46:26 PM |
Ask3:46:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.250EUR |
+0.90% |
2.250 Bid Size: 10,000 |
2.310 Ask Size: 10,000 |
CHEVRON CORP. D... |
142.00 - |
2026-01-16 |
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: |
2026-01-16 |
Issue date: |
2024-02-02 |
Last trading day: |
2026-01-15 |
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: |
2.170 |
High: |
2.260 |
Low: |
2.170 |
Previous Close: |
2.230 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.07% |
1 Month |
|
|
-24.50% |
3 Months |
|
|
-12.79% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.530 |
2.230 |
1M High / 1M Low: |
2.980 |
2.230 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.378 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.589 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
73.54% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |