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UBS Call 24.5 ARRD 17.06.2024/  CH1213895613  /

EUWAX
2024-05-15  10:11:43 AM Chg.-0.006 Bid12:14:38 PM Ask12:14:38 PM Underlying Strike price Expiration date Option type
0.040EUR -13.04% 0.043
Bid Size: 50,000		 0.053
Ask Size: 50,000		 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: 44.57
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.25
Parity: -0.04
Time value: 0.05
Break-even: 25.04
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 0.55
Spread abs.: 0.02
Spread %: 58.82%
Delta: 0.44
Theta: -0.01
Omega: 19.44
Rho: 0.01
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.046
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.44%
1 Month
  -79.80%
3 Months
  -81.98%
YTD
  -87.10%
1 Year
  -89.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.051 0.033
1M High / 1M Low: 0.198 0.033
6M High / 6M Low: 0.330 0.033
High (YTD): 2024-02-12 0.330
Low (YTD): 2024-05-09 0.033
52W High: 2023-06-14 0.460
52W Low: 2024-05-09 0.033
Avg. price 1W:   0.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.075
Avg. volume 1M:   0.000
Avg. price 6M:   0.176
Avg. volume 6M:   0.000
Avg. price 1Y:   0.235
Avg. volume 1Y:   0.000
Volatility 1M:   359.25%
Volatility 6M:   222.93%
Volatility 1Y:   191.10%
Volatility 3Y:   -