UBS Call 58 OXY 21.06.2024
/ DE000UL27AN6
UBS Call 58 OXY 21.06.2024/ DE000UL27AN6 /
2024-06-07 9:56:59 PM |
Chg.-0.040 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.203EUR |
-16.46% |
- Bid Size: - |
- Ask Size: - |
Occidental Petroleum... |
58.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
UL27AN |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Occidental Petroleum Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
58.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-03-31 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
22.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.14 |
Implied volatility: |
0.41 |
Historic volatility: |
0.21 |
Parity: |
0.14 |
Time value: |
0.11 |
Break-even: |
56.20 |
Moneyness: |
1.03 |
Premium: |
0.02 |
Premium p.a.: |
0.77 |
Spread abs.: |
0.01 |
Spread %: |
2.88% |
Delta: |
0.65 |
Theta: |
-0.06 |
Omega: |
14.28 |
Rho: |
0.01 |
Quote data
Open: |
0.241 |
High: |
0.270 |
Low: |
0.197 |
Previous Close: |
0.243 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-47.95% |
1 Month |
|
|
-53.86% |
3 Months |
|
|
-38.48% |
YTD |
|
|
-34.52% |
1 Year |
|
|
-34.52% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.203 |
1M High / 1M Low: |
0.460 |
0.203 |
6M High / 6M Low: |
0.500 |
0.203 |
High (YTD): |
2024-04-29 |
0.500 |
Low (YTD): |
2024-06-07 |
0.203 |
52W High: |
2024-04-29 |
0.500 |
52W Low: |
2024-06-07 |
0.203 |
Avg. price 1W: |
|
0.240 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.377 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.357 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.347 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
136.29% |
Volatility 6M: |
|
86.51% |
Volatility 1Y: |
|
71.70% |
Volatility 3Y: |
|
- |