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UBS Call 24.5 ARRD 17.06.2024/  CH1213895613  /

EUWAX
2024-05-31  10:08:00 AM Chg.+0.009 Bid11:13:22 AM Ask11:13:22 AM Underlying Strike price Expiration date Option type
0.023EUR +64.29% 0.025
Bid Size: 75,000		 0.027
Ask Size: 75,000		 ARCELORMITTAL S.A. N... 24.50 - 2024-06-17 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: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 87.17
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.25
Parity: -0.10
Time value: 0.03
Break-even: 24.77
Moneyness: 0.96
Premium: 0.05
Premium p.a.: 2.00
Spread abs.: 0.01
Spread %: 58.82%
Delta: 0.29
Theta: -0.02
Omega: 25.24
Rho: 0.00
 

Quote data

Open: 0.023
High: 0.023
Low: 0.023
Previous Close: 0.014
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.52%
1 Month
  -67.61%
3 Months
  -80.99%
YTD
  -92.58%
1 Year
  -93.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.025 0.012
1M High / 1M Low: 0.088 0.012
6M High / 6M Low: 0.330 0.012
High (YTD): 2024-02-12 0.330
Low (YTD): 2024-05-29 0.012
52W High: 2023-06-14 0.460
52W Low: 2024-05-29 0.012
Avg. price 1W:   0.019
Avg. volume 1W:   0.000
Avg. price 1M:   0.042
Avg. volume 1M:   0.000
Avg. price 6M:   0.167
Avg. volume 6M:   0.000
Avg. price 1Y:   0.218
Avg. volume 1Y:   0.000
Volatility 1M:   417.62%
Volatility 6M:   251.48%
Volatility 1Y:   209.01%
Volatility 3Y:   -