UBS Call 164 CVX 16.01.2026
/ CH1322952024
UBS Call 164 CVX 16.01.2026/ CH1322952024 /
| 2024-06-24 9:07:39 AM |
Chg.-0.04 |
Bid9:49:14 PM |
Ask9:49:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
-2.96% |
1.55
Bid Size: 10,000 |
1.56
Ask Size: 10,000 |
Chevron Corporation |
164.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
UM2BLD |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
164.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
-0.82 |
| Time value: |
1.37 |
| Break-even: |
167.15 |
| Moneyness: |
0.95 |
| Premium: |
0.15 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.74% |
| Delta: |
0.55 |
| Theta: |
-0.02 |
| Omega: |
5.83 |
| Rho: |
1.03 |
Quote data
| Open: |
1.31 |
| High: |
1.31 |
| Low: |
1.31 |
| Previous Close: |
1.35 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.02% |
| 1 Month |
|
|
-13.25% |
| 3 Months |
|
|
-9.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.35 |
1.18 |
| 1M High / 1M Low: |
1.72 |
1.18 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
