UBS Call 21 ARRD 17.06.2024
/ CH1213889244
UBS Call 21 ARRD 17.06.2024/ CH1213889244 /
| 2024-05-16 10:00:25 AM |
Chg.- |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
- |
-
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: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
1.33 |
| Historic volatility: |
0.25 |
| Parity: |
0.25 |
| Time value: |
0.09 |
| Break-even: |
24.40 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
3.32 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.74 |
| Theta: |
-0.09 |
| Omega: |
5.15 |
| Rho: |
0.00 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-6.45% |
| 3 Months |
|
|
-3.33% |
| YTD |
|
|
-49.12% |
| 1 Year |
|
|
-55.38% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.310 |
0.280 |
| 6M High / 6M Low: |
0.630 |
0.260 |
| High (YTD): |
2024-02-12 |
0.630 |
| Low (YTD): |
2024-05-09 |
0.260 |
| 52W High: |
2023-06-14 |
0.680 |
| 52W Low: |
2023-11-10 |
0.185 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.298 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.433 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.439 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
136.12% |
| Volatility 6M: |
|
127.58% |
| Volatility 1Y: |
|
119.96% |
| Volatility 3Y: |
|
- |
