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UBS Call 24 ARRD 17.06.2024/  CH1213895605  /

Frankfurt Zert./UBS
14/05/2024  19:37:18 Chg.+0.006 Bid19:59:33 Ask19:59:33 Underlying Strike price Expiration date Option type
0.055EUR +12.24% 0.056
Bid Size: 2,500		 0.076
Ask Size: 2,500		 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: 34.07
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.25
Parity: -0.02
Time value: 0.07
Break-even: 24.70
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 0.46
Spread abs.: 0.02
Spread %: 40.00%
Delta: 0.50
Theta: -0.01
Omega: 17.09
Rho: 0.01
 

Quote data

Open: 0.070
High: 0.075
Low: 0.055
Previous Close: 0.049
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+19.57%
1 Month
  -72.50%
3 Months
  -76.79%
YTD
  -83.82%
1 Year
  -86.59%
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): 09/02/2024 0.360
Low (YTD): 08/05/2024 0.046
52W High: 14/06/2023 0.490
52W Low: 08/05/2024 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:   -