UBS Call 150 CHV 16.01.2026
/ CH1319921073
UBS Call 150 CHV 16.01.2026/ CH1319921073 /
| 2024-09-26 8:21:03 AM |
Chg.-0.030 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.040EUR |
-2.80% |
-
Bid Size: - |
-
Ask Size: - |
CHEVRON CORP. D... |
150.00 - |
2026-01-16 |
Call |
Master data
| WKN: |
UM2B4U |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CHEVRON CORP. DL-,75 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-02-02 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
-2.06 |
| Time value: |
1.09 |
| Break-even: |
160.90 |
| Moneyness: |
0.86 |
| Premium: |
0.24 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
1.87% |
| Delta: |
0.43 |
| Theta: |
-0.02 |
| Omega: |
5.12 |
| Rho: |
0.59 |
Quote data
| Open: |
1.030 |
| High: |
1.060 |
| Low: |
1.030 |
| Previous Close: |
1.070 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.57% |
| 1 Month |
|
|
-24.09% |
| 3 Months |
|
|
-47.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.250 |
1.070 |
| 1M High / 1M Low: |
1.370 |
0.900 |
| 6M High / 6M Low: |
2.850 |
0.900 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.174 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.130 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.901 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.50% |
| Volatility 6M: |
|
93.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
