UBS Call 146 CHV 16.01.2026
/ CH1319921057
UBS Call 146 CHV 16.01.2026/ CH1319921057 /
| 2024-09-26 2:47:42 PM |
Chg.-0.130 |
Bid2:47:42 PM |
Ask2:47:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.100EUR |
-10.57% |
1.100
Bid Size: 10,000 |
1.140
Ask Size: 10,000 |
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: |
1.180 |
| High: |
1.220 |
| Low: |
1.090 |
| Previous Close: |
1.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
-29.03% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.420 |
1.230 |
| 1M High / 1M Low: |
1.550 |
1.030 |
| 6M High / 6M Low: |
3.080 |
1.030 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.342 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.289 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.100 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.66% |
| Volatility 6M: |
|
88.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
