UBS Call 78 OXY 21.06.2024
/ DE000UL24SA2
UBS Call 78 OXY 21.06.2024/ DE000UL24SA2 /
| 2024-05-31 3:32:51 PM |
Chg.-0.034 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.051EUR |
-40.00% |
-
Bid Size: - |
-
Ask Size: - |
Occidental Petroleum... |
78.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
UL24SA |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Occidental Petroleum Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
78.00 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: |
92.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.20 |
| Parity: |
-1.43 |
| Time value: |
0.06 |
| Break-even: |
72.52 |
| Moneyness: |
0.80 |
| Premium: |
0.26 |
| Premium p.a.: |
65.68 |
| Spread abs.: |
0.01 |
| Spread %: |
21.57% |
| Delta: |
0.13 |
| Theta: |
-0.06 |
| Omega: |
12.00 |
| Rho: |
0.00 |
Quote data
| Open: |
0.075 |
| High: |
0.080 |
| Low: |
0.046 |
| Previous Close: |
0.085 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.00% |
| 1 Month |
|
|
-46.88% |
| 3 Months |
|
|
-45.74% |
| YTD |
|
|
-50.00% |
| 1 Year |
|
|
-68.13% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.085 |
0.051 |
| 1M High / 1M Low: |
0.091 |
0.051 |
| 6M High / 6M Low: |
0.129 |
0.051 |
| High (YTD): |
2024-04-05 |
0.129 |
| Low (YTD): |
2024-05-31 |
0.051 |
| 52W High: |
2023-09-14 |
0.200 |
| 52W Low: |
2024-05-31 |
0.051 |
| Avg. price 1W: |
|
0.076 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.084 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.097 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.128 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
151.94% |
| Volatility 6M: |
|
88.75% |
| Volatility 1Y: |
|
90.11% |
| Volatility 3Y: |
|
- |
