UBS Call 20 ARRD 17.06.2024
/ CH1302928085
UBS Call 20 ARRD 17.06.2024/ CH1302928085 /
| 2024-05-17 9:03:49 AM |
Chg.+0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+2.33% |
-
Bid Size: - |
-
Ask Size: - |
ARCELORMITTAL S.A. N... |
20.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UL9CUH |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-11-02 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
1.93 |
| Historic volatility: |
0.25 |
| Parity: |
0.35 |
| Time value: |
0.10 |
| Break-even: |
24.50 |
| Moneyness: |
1.18 |
| Premium: |
0.04 |
| Premium p.a.: |
7.13 |
| Spread abs.: |
0.02 |
| Spread %: |
4.65% |
| Delta: |
0.77 |
| Theta: |
-0.14 |
| Omega: |
4.04 |
| Rho: |
0.00 |
Quote data
| Open: |
0.430 |
| High: |
0.440 |
| Low: |
0.430 |
| Previous Close: |
0.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+18.92% |
| 3 Months |
|
|
+4.76% |
| YTD |
|
|
-32.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.440 |
0.370 |
| 6M High / 6M Low: |
0.710 |
0.350 |
| High (YTD): |
2024-02-09 |
0.710 |
| Low (YTD): |
2024-05-08 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.395 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.512 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.76% |
| Volatility 6M: |
|
113.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
