OverviewChartNewsTraderScreen

UBS Call 24.5 ARRD 17.06.2024/  CH1213895613  /

EUWAX
6/4/2024  10:14:20 AM Chg.-0.013 Bid10:20:06 AM Ask10:20:06 AM Underlying Strike price Expiration date Option type
0.027EUR -32.50% 0.025
Bid Size: 75,000		 -
Ask Size: -		 ARCELORMITTAL S.A. N... 24.50 - 6/17/2024 Call
 

Master data

WKN: UK8PX2
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ARCELORMITTAL S.A. NOUV.
Type: Warrant
Option type: Call
Strike price: 24.50 -
Maturity: 6/17/2024
Issue date: 10/18/2022
Last trading day: 6/14/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 65.38
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.25
Parity: -0.10
Time value: 0.04
Break-even: 24.86
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 3.65
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.32
Theta: -0.03
Omega: 20.90
Rho: 0.00
 

Quote data

Open: 0.027
High: 0.027
Low: 0.027
Previous Close: 0.040
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.00%
1 Month
  -64.94%
3 Months
  -75.89%
YTD
  -91.29%
1 Year
  -92.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.040 0.012
1M High / 1M Low: 0.088 0.012
6M High / 6M Low: 0.330 0.012
High (YTD): 2/12/2024 0.330
Low (YTD): 5/29/2024 0.012
52W High: 6/14/2023 0.460
52W Low: 5/29/2024 0.012
Avg. price 1W:   0.023
Avg. volume 1W:   0.000
Avg. price 1M:   0.038
Avg. volume 1M:   0.000
Avg. price 6M:   0.165
Avg. volume 6M:   0.000
Avg. price 1Y:   0.215
Avg. volume 1Y:   0.000
Volatility 1M:   563.72%
Volatility 6M:   285.02%
Volatility 1Y:   229.96%
Volatility 3Y:   -