UBS Call 21 ARRD 17.06.2024
/ CH1213889244
UBS Call 21 ARRD 17.06.2024/ CH1213889244 /
| 2024-05-16 6:35:46 PM |
Chg.+0.060 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
+22.22% |
-
Bid Size: - |
-
Ask Size: - |
ARCELORMITTAL S.A. N... |
21.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UK8BNH |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-10-18 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
- |
| Historic volatility: |
0.25 |
| Parity: |
0.32 |
| Time value: |
-0.03 |
| Break-even: |
23.90 |
| Moneyness: |
1.15 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
7.41% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.280 |
| High: |
0.350 |
| Low: |
0.280 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.22% |
| 1 Month |
|
|
+10.00% |
| 3 Months |
|
|
-34.00% |
| YTD |
|
|
-42.11% |
| 1 Year |
|
|
-37.74% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.270 |
| 1M High / 1M Low: |
0.340 |
0.260 |
| 6M High / 6M Low: |
0.610 |
0.250 |
| High (YTD): |
2024-02-09 |
0.610 |
| Low (YTD): |
2024-05-08 |
0.260 |
| 52W High: |
2023-06-14 |
0.680 |
| 52W Low: |
2023-11-10 |
0.182 |
| Avg. price 1W: |
|
0.276 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.292 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.411 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.446 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
140.18% |
| Volatility 6M: |
|
123.72% |
| Volatility 1Y: |
|
117.15% |
| Volatility 3Y: |
|
- |
