OverviewChartNewsTraderScreen

UBS Call 22 ARRD 17.06.2024/  CH1213889269  /

EUWAX
2024-06-05  10:13:00 AM Chg.-0.081 Bid10:14:57 AM Ask10:14:35 AM Underlying Strike price Expiration date Option type
0.146EUR -35.68% 0.152
Bid Size: 75,000		 -
Ask Size: -		 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: 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: 0.146
High: 0.146
Low: 0.146
Previous Close: 0.227
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.98%
1 Month
  -41.60%
3 Months
  -35.96%
YTD
  -70.20%
1 Year
  -73.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.249 0.181
1M High / 1M Low: 0.280 0.174
6M High / 6M Low: 0.540 0.174
High (YTD): 2024-02-12 0.540
Low (YTD): 2024-05-09 0.174
52W High: 2023-06-14 0.610
52W Low: 2023-11-10 0.142
Avg. price 1W:   0.216
Avg. volume 1W:   0.000
Avg. price 1M:   0.214
Avg. volume 1M:   0.000
Avg. price 6M:   0.338
Avg. volume 6M:   0.000
Avg. price 1Y:   0.366
Avg. volume 1Y:   0.000
Volatility 1M:   203.49%
Volatility 6M:   153.49%
Volatility 1Y:   138.99%
Volatility 3Y:   -