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UBS Call 22.5 ARRD 17.06.2024/  CH1213889277  /

EUWAX
05/06/2024  10:13:00 Chg.-0.078 Bid15:45:17 Ask15:45:17 Underlying Strike price Expiration date Option type
0.101EUR -43.58% 0.107
Bid Size: 75,000		 -
Ask Size: -		 ARCELORMITTAL S.A. N... 22.50 - 17/06/2024 Call
 

Master data

WKN: UK8F92
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ARCELORMITTAL S.A. NOUV.
Type: Warrant
Option type: Call
Strike price: 22.50 -
Maturity: 17/06/2024
Issue date: 18/10/2022
Last trading day: 14/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.18
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.10
Implied volatility: 0.43
Historic volatility: 0.25
Parity: 0.10
Time value: 0.03
Break-even: 23.87
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.54
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.74
Theta: -0.03
Omega: 12.64
Rho: 0.01
 

Quote data

Open: 0.101
High: 0.101
Low: 0.101
Previous Close: 0.179
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.13%
1 Month
  -52.13%
3 Months
  -48.21%
YTD
  -77.56%
1 Year
  -80.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.119
1M High / 1M Low: 0.233 0.119
6M High / 6M Low: 0.490 0.119
High (YTD): 12/02/2024 0.490
Low (YTD): 29/05/2024 0.119
52W High: 14/06/2023 0.580
52W Low: 29/05/2024 0.119
Avg. price 1W:   0.156
Avg. volume 1W:   0.000
Avg. price 1M:   0.166
Avg. volume 1M:   0.000
Avg. price 6M:   0.295
Avg. volume 6M:   0.000
Avg. price 1Y:   0.330
Avg. volume 1Y:   0.000
Volatility 1M:   271.19%
Volatility 6M:   176.27%
Volatility 1Y:   155.04%
Volatility 3Y:   -