UBS Call 160 CHV 16.01.2026
/ CH1319921131
UBS Call 160 CHV 16.01.2026/ CH1319921131 /
2024-09-26 8:21:03 AM |
Chg.-0.020 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.720EUR |
-2.70% |
- Bid Size: - |
- Ask Size: - |
CHEVRON CORP. D... |
160.00 - |
2026-01-16 |
Call |
Master data
WKN: |
UM19AD |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
CHEVRON CORP. DL-,75 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 - |
Maturity: |
2026-01-16 |
Issue date: |
2024-02-02 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
17.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.18 |
Parity: |
-3.06 |
Time value: |
0.76 |
Break-even: |
167.60 |
Moneyness: |
0.81 |
Premium: |
0.30 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.02 |
Spread %: |
2.70% |
Delta: |
0.34 |
Theta: |
-0.02 |
Omega: |
5.81 |
Rho: |
0.48 |
Quote data
Open: |
0.710 |
High: |
0.730 |
Low: |
0.710 |
Previous Close: |
0.740 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.11% |
1 Month |
|
|
-27.27% |
3 Months |
|
|
-52.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.890 |
0.740 |
1M High / 1M Low: |
0.990 |
0.620 |
6M High / 6M Low: |
2.320 |
0.620 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.826 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.796 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.462 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
129.40% |
Volatility 6M: |
|
103.57% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |