MT.AS Warrant 06/24/ CH1213895597 /
15/05/2024 19:59:56 | Chg.-0.016 | Bid- | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.068EUR | -19.05% | - Bid Size: - |
- Ask Size: - |
ARCELORMITTAL S.A. N... | 23.50 - | 17/06/2024 | 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: | 17/06/2024 |
Issue date: | 18/10/2022 |
Last trading day: | 14/06/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 23.14 |
Leverage: | Yes |
Calculated values
Fair value: | 0.11 |
---|---|
Intrinsic value: | 0.06 |
Implied volatility: | 0.23 |
Historic volatility: | 0.25 |
Parity: | 0.06 |
Time value: | 0.05 |
Break-even: | 24.54 |
Moneyness: | 1.02 |
Premium: | 0.02 |
Premium p.a.: | 0.24 |
Spread abs.: | 0.02 |
Spread %: | 23.81% |
Delta: | 0.66 |
Theta: | -0.01 |
Omega: | 15.39 |
Rho: | 0.01 |
Quote data
Open: | 0.102 |
---|---|
High: | 0.102 |
Low: | 0.061 |
Previous Close: | 0.084 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -6.85% | ||
---|---|---|---|
1 Month | -46.46% | ||
3 Months | -77.33% | ||
YTD | -82.11% | ||
1 Year | -82.56% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.084 | 0.068 |
---|---|---|
1M High / 1M Low: | 0.148 | 0.068 |
6M High / 6M Low: | 0.410 | 0.068 |
High (YTD): | 09/02/2024 | 0.400 |
Low (YTD): | 15/05/2024 | 0.068 |
52W High: | 14/06/2023 | 0.510 |
52W Low: | 15/05/2024 | 0.068 |
Avg. price 1W: | 0.076 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.104 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.226 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 0.282 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 244.19% | |
Volatility 6M: | 183.27% | |
Volatility 1Y: | 159.92% | |
Volatility 3Y: | - |