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UBS Call 22 ARRD 17.06.2024/  CH1213889269  /

Frankfurt Zert./UBS
15/05/2024  19:38:51 Chg.-0.019 Bid19:54:33 Ask19:54:33 Underlying Strike price Expiration date Option type
0.179EUR -9.60% 0.179
Bid Size: 2,500		 0.199
Ask Size: 2,500		 ARCELORMITTAL S.A. N... 22.00 - 17/06/2024 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: 17/06/2024
Issue date: 18/10/2022
Last trading day: 14/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.99
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.21
Implied volatility: 0.21
Historic volatility: 0.25
Parity: 0.21
Time value: 0.01
Break-even: 24.19
Moneyness: 1.09
Premium: 0.00
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 10.05%
Delta: 0.94
Theta: -0.01
Omega: 10.28
Rho: 0.02
 

Quote data

Open: 0.204
High: 0.216
Low: 0.179
Previous Close: 0.198
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.56%
1 Month
  -17.89%
3 Months
  -56.34%
YTD
  -63.47%
1 Year
  -63.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.198 0.178
1M High / 1M Low: 0.250 0.168
6M High / 6M Low: 0.530 0.168
High (YTD): 09/02/2024 0.530
Low (YTD): 08/05/2024 0.168
52W High: 14/06/2023 0.610
52W Low: 10/11/2023 0.143
Avg. price 1W:   0.185
Avg. volume 1W:   0.000
Avg. price 1M:   0.206
Avg. volume 1M:   0.000
Avg. price 6M:   0.333
Avg. volume 6M:   0.000
Avg. price 1Y:   0.377
Avg. volume 1Y:   0.000
Volatility 1M:   175.55%
Volatility 6M:   141.12%
Volatility 1Y:   131.83%
Volatility 3Y:   -