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UBS Call 24.5 ARRD 17.06.2024/  CH1213895613  /

EUWAX
2024-06-10  2:42:34 PM Chg.0.000 Bid2024-06-10 Ask2024-06-10 Underlying Strike price Expiration date Option type
0.004EUR 0.00% 0.004
Bid Size: 75,000		 -
Ask Size: -		 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: 588.37
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.25
Parity: -0.10
Time value: 0.00
Break-even: 24.54
Moneyness: 0.96
Premium: 0.04
Premium p.a.: 7.85
Spread abs.: 0.00
Spread %: 300.00%
Delta: 0.11
Theta: -0.01
Omega: 65.52
Rho: 0.00
 

Quote data

Open: 0.004
High: 0.004
Low: 0.004
Previous Close: 0.004
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -90.00%
1 Month
  -92.16%
3 Months
  -95.51%
YTD
  -98.71%
1 Year
  -99.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.040 0.004
1M High / 1M Low: 0.061 0.004
6M High / 6M Low: 0.330 0.004
High (YTD): 2024-02-12 0.330
Low (YTD): 2024-06-07 0.004
52W High: 2023-06-14 0.460
52W Low: 2024-06-07 0.004
Avg. price 1W:   0.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.030
Avg. volume 1M:   0.000
Avg. price 6M:   0.159
Avg. volume 6M:   0.000
Avg. price 1Y:   0.208
Avg. volume 1Y:   0.000
Volatility 1M:   587.65%
Volatility 6M:   311.23%
Volatility 1Y:   246.01%
Volatility 3Y:   -