MT.AS Warrant 06/24/ CH1213889277 /
| 5/15/2024 7:59:56 PM | Chg.-0.020 | Bid- | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.137EUR | -12.74% | - Bid Size: - |
- Ask Size: - |
ARCELORMITTAL S.A. N... | 22.50 - | 6/17/2024 | Call |
Master data
| WKN: | UK8F92 |
|---|---|
| Issuer: | UBS AG, LONDON BRANCH |
| Currency: | EUR |
| Underlying: | ARCELORMITTAL S.A. NOUV. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 22.50 - |
| Maturity: | 6/17/2024 |
| Issue date: | 10/18/2022 |
| Last trading day: | 6/14/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.60 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.18 |
|---|---|
| Intrinsic value: | 0.16 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.25 |
| Parity: | 0.16 |
| Time value: | 0.02 |
| Break-even: | 24.27 |
| Moneyness: | 1.07 |
| Premium: | 0.01 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.02 |
| Spread %: | 12.74% |
| Delta: | 0.86 |
| Theta: | -0.01 |
| Omega: | 11.68 |
| Rho: | 0.02 |
Quote data
| Open: | 0.178 |
|---|---|
| High: | 0.178 |
| Low: | 0.134 |
| Previous Close: | 0.157 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -0.72% | ||
|---|---|---|---|
| 1 Month | -27.13% | ||
| 3 Months | -63.95% | ||
| YTD | -69.56% | ||
| 1 Year | -68.86% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.157 | 0.137 |
|---|---|---|
| 1M High / 1M Low: | 0.217 | 0.133 |
| 6M High / 6M Low: | 0.490 | 0.133 |
| High (YTD): | 2/9/2024 | 0.480 |
| Low (YTD): | 5/8/2024 | 0.133 |
| 52W High: | 6/14/2023 | 0.570 |
| 52W Low: | 11/10/2023 | 0.120 |
| Avg. price 1W: | 0.144 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.169 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.294 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.343 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 193.76% | |
| Volatility 6M: | 156.06% | |
| Volatility 1Y: | 140.36% | |
| Volatility 3Y: | - |
