UBS Call 21.5 ARRD 17.06.2024
/ CH1213889251
UBS Call 21.5 ARRD 17.06.2024/ CH1213889251 /
| 31/05/2024 19:45:50 |
Chg.+0.037 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+15.23% |
-
Bid Size: - |
-
Ask Size: - |
ARCELORMITTAL S.A. N... |
21.50 - |
17/06/2024 |
Call |
Master data
| WKN: |
UK8DTN |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.50 - |
| Maturity: |
17/06/2024 |
| Issue date: |
18/10/2022 |
| Last trading day: |
14/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.25 |
| Parity: |
0.20 |
| Time value: |
0.05 |
| Break-even: |
24.00 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.01 |
| Spread %: |
2.88% |
| Delta: |
0.78 |
| Theta: |
-0.03 |
| Omega: |
7.32 |
| Rho: |
0.01 |
Quote data
| Open: |
0.241 |
| High: |
0.280 |
| Low: |
0.239 |
| Previous Close: |
0.243 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.21% |
| 1 Month |
|
|
+21.74% |
| 3 Months |
|
|
-12.50% |
| YTD |
|
|
-47.17% |
| 1 Year |
|
|
-40.43% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.225 |
| 1M High / 1M Low: |
0.290 |
0.213 |
| 6M High / 6M Low: |
0.570 |
0.213 |
| High (YTD): |
09/02/2024 |
0.570 |
| Low (YTD): |
08/05/2024 |
0.213 |
| 52W High: |
14/06/2023 |
0.640 |
| 52W Low: |
10/11/2023 |
0.160 |
| Avg. price 1W: |
|
0.240 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.246 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.369 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.397 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
160.88% |
| Volatility 6M: |
|
137.04% |
| Volatility 1Y: |
|
126.12% |
| Volatility 3Y: |
|
- |
