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UBS Call 60 OPC 21.06.2024/  DE000UL3DAN1  /

Frankfurt Zert./UBS
31/05/2024  19:30:22 Chg.+0.010 Bid21:55:52 Ask21:55:52 Underlying Strike price Expiration date Option type
0.260EUR +4.00% -
Bid Size: -		 -
Ask Size: -		 OCCIDENTAL PET. D... 60.00 - 21/06/2024 Call
 

Master data

WKN: UL3DAN
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: OCCIDENTAL PET. DL-,20
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 21/06/2024
Issue date: 31/03/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 19.87
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.20
Parity: -0.24
Time value: 0.29
Break-even: 62.90
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 3.97
Spread abs.: 0.01
Spread %: 3.57%
Delta: 0.44
Theta: -0.10
Omega: 8.78
Rho: 0.01
 

Quote data

Open: 0.232
High: 0.260
Low: 0.204
Previous Close: 0.250
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -10.34%
1 Month
  -40.91%
3 Months
  -13.33%
YTD
  -7.14%
1 Year
  -10.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.250
1M High / 1M Low: 0.420 0.250
6M High / 6M Low: 0.470 0.210
High (YTD): 29/04/2024 0.470
Low (YTD): 19/01/2024 0.210
52W High: 29/04/2024 0.470
52W Low: 19/01/2024 0.210
Avg. price 1W:   0.268
Avg. volume 1W:   0.000
Avg. price 1M:   0.337
Avg. volume 1M:   0.000
Avg. price 6M:   0.312
Avg. volume 6M:   0.000
Avg. price 1Y:   0.315
Avg. volume 1Y:   0.000
Volatility 1M:   92.79%
Volatility 6M:   83.68%
Volatility 1Y:   72.12%
Volatility 3Y:   -