UBS Call 165 CVX 16.01.2026
/ CH1322952032
UBS Call 165 CVX 16.01.2026/ CH1322952032 /
| 2024-09-26 8:20:42 AM |
Chg.-0.020 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
-3.28% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
165.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
UM2MLC |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 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: |
20.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
-1.89 |
| Time value: |
0.63 |
| Break-even: |
154.55 |
| Moneyness: |
0.87 |
| Premium: |
0.19 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
3.28% |
| Delta: |
0.37 |
| Theta: |
-0.01 |
| Omega: |
7.63 |
| Rho: |
0.55 |
Quote data
| Open: |
0.580 |
| High: |
0.600 |
| Low: |
0.580 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.24% |
| 1 Month |
|
|
-29.76% |
| 3 Months |
|
|
-54.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.610 |
| 1M High / 1M Low: |
0.840 |
0.500 |
| 6M High / 6M Low: |
2.070 |
0.500 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.688 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.662 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.274 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.51% |
| Volatility 6M: |
|
110.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
