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UBS Call 25.5 ARRD 17.06.2024/  CH1213895639  /

UBS Investment Bank
2024-06-05  9:32:43 AM Chg.-0.002 Bid9:32:43 AM Ask- Underlying Strike price Expiration date Option type
0.001EUR -66.67% 0.001
Bid Size: 75,000		 -
Ask Size: -		 ARCELORMITTAL S.A. N... 25.50 - 2024-06-17 Call
 

Master data

WKN: UK8PWQ
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ARCELORMITTAL S.A. NOUV.
Type: Warrant
Option type: Call
Strike price: 25.50 -
Maturity: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 784.50
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.25
Parity: -0.20
Time value: 0.00
Break-even: 25.53
Moneyness: 0.92
Premium: 0.08
Premium p.a.: 10.88
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.06
Theta: -0.01
Omega: 47.25
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.002
Low: 0.001
Previous Close: 0.003
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -96.77%
3 Months
  -97.96%
YTD
  -99.60%
1 Year
  -99.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.006 0.001
1M High / 1M Low: 0.022 0.001
6M High / 6M Low: 0.280 0.001
High (YTD): 2024-02-09 0.250
Low (YTD): 2024-05-30 0.001
52W High: 2023-06-14 0.400
52W Low: 2024-05-30 0.001
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.006
Avg. volume 1M:   0.000
Avg. price 6M:   0.111
Avg. volume 6M:   0.000
Avg. price 1Y:   0.167
Avg. volume 1Y:   0.000
Volatility 1M:   1,785.27%
Volatility 6M:   755.88%
Volatility 1Y:   545.50%
Volatility 3Y:   -