UBS Call 146 CHV 16.01.2026
/ CH1319921057
UBS Call 146 CHV 16.01.2026/ CH1319921057 /
2024-09-26 3:54:01 PM |
Chg.-0.080 |
Bid4:17:13 PM |
Ask4:17:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.140EUR |
-6.56% |
1.160 Bid Size: 20,000 |
1.180 Ask Size: 20,000 |
CHEVRON CORP. D... |
146.00 - |
2026-01-16 |
Call |
Master data
WKN: |
UM2JMH |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
CHEVRON CORP. DL-,75 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
146.00 - |
Maturity: |
2026-01-16 |
Issue date: |
2024-02-02 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.67 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.18 |
Parity: |
-1.66 |
Time value: |
1.24 |
Break-even: |
158.40 |
Moneyness: |
0.89 |
Premium: |
0.22 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.02 |
Spread %: |
1.64% |
Delta: |
0.47 |
Theta: |
-0.02 |
Omega: |
4.88 |
Rho: |
0.63 |
Quote data
Open: |
1.120 |
High: |
1.140 |
Low: |
1.100 |
Previous Close: |
1.220 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-17.99% |
1 Month |
|
|
-26.45% |
3 Months |
|
|
-48.65% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.410 |
1.220 |
1M High / 1M Low: |
1.550 |
1.020 |
6M High / 6M Low: |
3.100 |
1.020 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.350 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.297 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.102 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
118.08% |
Volatility 6M: |
|
92.11% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |