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UBS Call 23.5 ARRD 17.06.2024/  CH1213895597  /

UBS Investment Bank
2024-06-10  6:39:20 PM Chg.-0.003 Bid6:39:20 PM Ask- Underlying Strike price Expiration date Option type
0.018EUR -14.29% 0.018
Bid Size: 50,000		 -
Ask Size: -		 ARCELORMITTAL S.A. N... 23.50 - 2024-06-17 Call
 

Master data

WKN: UK8QZT
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ARCELORMITTAL S.A. NOUV.
Type: Warrant
Option type: Call
Strike price: 23.50 -
Maturity: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 102.33
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.25
Parity: 0.00
Time value: 0.02
Break-even: 23.73
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 0.54
Spread abs.: 0.00
Spread %: 9.52%
Delta: 0.54
Theta: -0.02
Omega: 55.75
Rho: 0.00
 

Quote data

Open: 0.011
High: 0.030
Low: 0.011
Previous Close: 0.021
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -83.18%
1 Month
  -76.62%
3 Months
  -88.82%
YTD
  -95.26%
1 Year
  -96.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.107 0.021
1M High / 1M Low: 0.113 0.021
6M High / 6M Low: 0.410 0.021
High (YTD): 2024-02-09 0.400
Low (YTD): 2024-06-07 0.021
52W High: 2023-06-14 0.510
52W Low: 2024-06-07 0.021
Avg. price 1W:   0.051
Avg. volume 1W:   0.000
Avg. price 1M:   0.071
Avg. volume 1M:   0.000
Avg. price 6M:   0.211
Avg. volume 6M:   0.000
Avg. price 1Y:   0.256
Avg. volume 1Y:   0.000
Volatility 1M:   633.46%
Volatility 6M:   300.73%
Volatility 1Y:   232.27%
Volatility 3Y:   -