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UBS Call 24 ARRD 17.06.2024/  CH1213895605  /

Frankfurt Zert./UBS
2024-05-15  5:36:22 PM Chg.-0.011 Bid5:38:34 PM Ask5:38:34 PM Underlying Strike price Expiration date Option type
0.044EUR -20.00% 0.045
Bid Size: 2,500		 0.065
Ask Size: 2,500		 ARCELORMITTAL S.A. N... 24.00 - 2024-06-17 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: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 31.67
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.01
Implied volatility: 0.24
Historic volatility: 0.25
Parity: 0.01
Time value: 0.07
Break-even: 24.76
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 0.37
Spread abs.: 0.02
Spread %: 35.71%
Delta: 0.55
Theta: -0.01
Omega: 17.41
Rho: 0.01
 

Quote data

Open: 0.063
High: 0.066
Low: 0.044
Previous Close: 0.055
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.35%
1 Month
  -78.00%
3 Months
  -81.43%
YTD
  -87.06%
1 Year
  -89.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.055 0.046
1M High / 1M Low: 0.200 0.046
6M High / 6M Low: 0.370 0.046
High (YTD): 2024-02-09 0.360
Low (YTD): 2024-05-08 0.046
52W High: 2023-06-14 0.490
52W Low: 2024-05-08 0.046
Avg. price 1W:   0.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.084
Avg. volume 1M:   0.000
Avg. price 6M:   0.198
Avg. volume 6M:   0.000
Avg. price 1Y:   0.258
Avg. volume 1Y:   0.000
Volatility 1M:   301.13%
Volatility 6M:   189.66%
Volatility 1Y:   167.28%
Volatility 3Y:   -