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UBS Call 22 ARRD 17.06.2024/  CH1213889269  /

Frankfurt Zert./UBS
6/5/2024  6:17:12 PM Chg.-0.041 Bid6:48:23 PM Ask- Underlying Strike price Expiration date Option type
0.141EUR -22.53% 0.142
Bid Size: 50,000		 -
Ask Size: -		 ARCELORMITTAL S.A. N... 22.00 - 6/17/2024 Call
 

Master data

WKN: UK8E5N
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ARCELORMITTAL S.A. NOUV.
Type: Warrant
Option type: Call
Strike price: 22.00 -
Maturity: 6/17/2024
Issue date: 10/18/2022
Last trading day: 6/14/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.93
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.15
Implied volatility: 0.49
Historic volatility: 0.25
Parity: 0.15
Time value: 0.03
Break-even: 23.82
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.44
Spread abs.: 0.00
Spread %: -0.55%
Delta: 0.79
Theta: -0.03
Omega: 10.24
Rho: 0.01
 

Quote data

Open: 0.169
High: 0.169
Low: 0.140
Previous Close: 0.182
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -32.54%
1 Month
  -42.21%
3 Months
  -35.91%
YTD
  -71.22%
1 Year
  -73.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.242 0.182
1M High / 1M Low: 0.242 0.168
6M High / 6M Low: 0.530 0.168
High (YTD): 2/9/2024 0.530
Low (YTD): 5/8/2024 0.168
52W High: 6/14/2023 0.610
52W Low: 11/10/2023 0.143
Avg. price 1W:   0.212
Avg. volume 1W:   0.000
Avg. price 1M:   0.202
Avg. volume 1M:   0.000
Avg. price 6M:   0.330
Avg. volume 6M:   0.000
Avg. price 1Y:   0.362
Avg. volume 1Y:   0.000
Volatility 1M:   198.05%
Volatility 6M:   153.24%
Volatility 1Y:   138.33%
Volatility 3Y:   -