OverviewChartNewsTraderScreen

UBS Call 24 ARRD 17.06.2024/  CH1213895605  /

Frankfurt Zert./UBS
5/29/2024  9:24:58 AM Chg.-0.005 Bid9:56:23 AM Ask9:56:23 AM Underlying Strike price Expiration date Option type
0.033EUR -13.16% 0.025
Bid Size: 75,000		 0.027
Ask Size: 75,000		 ARCELORMITTAL S.A. N... 24.00 - 6/17/2024 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: 6/17/2024
Issue date: 10/18/2022
Last trading day: 6/14/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 52.30
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.25
Parity: -0.05
Time value: 0.05
Break-even: 24.45
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 1.08
Spread abs.: 0.01
Spread %: 28.57%
Delta: 0.41
Theta: -0.02
Omega: 21.44
Rho: 0.00
 

Quote data

Open: 0.034
High: 0.034
Low: 0.033
Previous Close: 0.038
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -26.67%
1 Month
  -65.63%
3 Months
  -78.43%
YTD
  -90.29%
1 Year
  -91.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.048 0.036
1M High / 1M Low: 0.096 0.036
6M High / 6M Low: 0.370 0.036
High (YTD): 2/9/2024 0.360
Low (YTD): 5/23/2024 0.036
52W High: 6/14/2023 0.490
52W Low: 5/23/2024 0.036
Avg. price 1W:   0.041
Avg. volume 1W:   0.000
Avg. price 1M:   0.059
Avg. volume 1M:   0.000
Avg. price 6M:   0.191
Avg. volume 6M:   0.000
Avg. price 1Y:   0.243
Avg. volume 1Y:   0.000
Volatility 1M:   399.33%
Volatility 6M:   230.44%
Volatility 1Y:   192.26%
Volatility 3Y:   -