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UBS Call 22 ARRD 17.06.2024/  CH1213889269  /

Frankfurt Zert./UBS
2024-05-14  7:31:02 PM Chg.+0.012 Bid7:59:33 PM Ask7:59:33 PM Underlying Strike price Expiration date Option type
0.198EUR +6.45% 0.199
Bid Size: 2,500		 0.219
Ask Size: 2,500		 ARCELORMITTAL S.A. N... 22.00 - 2024-06-17 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: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.58
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.19
Implied volatility: 0.26
Historic volatility: 0.25
Parity: 0.19
Time value: 0.02
Break-even: 24.06
Moneyness: 1.08
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 10.75%
Delta: 0.87
Theta: -0.01
Omega: 10.03
Rho: 0.02
 

Quote data

Open: 0.217
High: 0.218
Low: 0.198
Previous Close: 0.186
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.98%
1 Month
  -46.49%
3 Months
  -47.89%
YTD
  -59.59%
1 Year
  -61.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.202 0.168
1M High / 1M Low: 0.360 0.168
6M High / 6M Low: 0.530 0.168
High (YTD): 2024-02-09 0.530
Low (YTD): 2024-05-08 0.168
52W High: 2023-06-14 0.610
52W Low: 2023-11-10 0.143
Avg. price 1W:   0.184
Avg. volume 1W:   0.000
Avg. price 1M:   0.216
Avg. volume 1M:   0.000
Avg. price 6M:   0.333
Avg. volume 6M:   0.000
Avg. price 1Y:   0.379
Avg. volume 1Y:   0.000
Volatility 1M:   223.43%
Volatility 6M:   141.57%
Volatility 1Y:   131.72%
Volatility 3Y:   -