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UBS Call 24 ARRD 17.06.2024/  CH1213895605  /

Frankfurt Zert./UBS
31/05/2024  16:44:04 Chg.+0.010 Bid16:55:32 Ask16:55:32 Underlying Strike price Expiration date Option type
0.048EUR +26.32% 0.050
Bid Size: 75,000		 0.052
Ask Size: 75,000		 ARCELORMITTAL S.A. N... 24.00 - 17/06/2024 Call
 

Master data

WKN: UK8LKE
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ARCELORMITTAL S.A. NOUV.
Type: Warrant
Option type: Call
Strike price: 24.00 -
Maturity: 17/06/2024
Issue date: 18/10/2022
Last trading day: 14/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 49.03
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.25
Parity: -0.05
Time value: 0.05
Break-even: 24.48
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 1.33
Spread abs.: 0.01
Spread %: 26.32%
Delta: 0.41
Theta: -0.02
Omega: 20.32
Rho: 0.00
 

Quote data

Open: 0.038
High: 0.055
Low: 0.038
Previous Close: 0.038
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+26.32%
1 Month
  -34.25%
3 Months
  -68.63%
YTD
  -85.88%
1 Year
  -85.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.048 0.016
1M High / 1M Low: 0.095 0.016
6M High / 6M Low: 0.370 0.016
High (YTD): 09/02/2024 0.360
Low (YTD): 29/05/2024 0.016
52W High: 14/06/2023 0.490
52W Low: 29/05/2024 0.016
Avg. price 1W:   0.036
Avg. volume 1W:   0.000
Avg. price 1M:   0.054
Avg. volume 1M:   0.000
Avg. price 6M:   0.189
Avg. volume 6M:   0.000
Avg. price 1Y:   0.241
Avg. volume 1Y:   0.000
Volatility 1M:   639.87%
Volatility 6M:   309.41%
Volatility 1Y:   241.42%
Volatility 3Y:   -