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UBS Call 21.5 ARRD 17.06.2024/  CH1213889251  /

EUWAX
2024-05-31  10:07:59 AM Chg.+0.022 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
0.250EUR +9.65% -
Bid Size: -		 -
Ask Size: -		 ARCELORMITTAL S.A. N... 21.50 - 2024-06-17 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: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
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: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.228
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.11%
1 Month
  -3.85%
3 Months
  -19.35%
YTD
  -52.83%
1 Year
  -48.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.245 0.225
1M High / 1M Low: 0.320 0.216
6M High / 6M Low: 0.580 0.216
High (YTD): 2024-02-12 0.580
Low (YTD): 2024-05-09 0.216
52W High: 2023-06-14 0.650
52W Low: 2023-11-10 0.163
Avg. price 1W:   0.233
Avg. volume 1W:   0.000
Avg. price 1M:   0.260
Avg. volume 1M:   0.000
Avg. price 6M:   0.379
Avg. volume 6M:   0.000
Avg. price 1Y:   0.403
Avg. volume 1Y:   0.000
Volatility 1M:   182.10%
Volatility 6M:   142.88%
Volatility 1Y:   130.23%
Volatility 3Y:   -