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UBS Call 24 ARRD 17.06.2024/  CH1213895605  /

Frankfurt Zert./UBS
04/06/2024  19:28:47 Chg.-0.035 Bid19:59:53 Ask- Underlying Strike price Expiration date Option type
0.029EUR -54.69% -
Bid Size: -		 -
Ask Size: -		 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: 36.77
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.25
Parity: -0.05
Time value: 0.06
Break-even: 24.64
Moneyness: 0.98
Premium: 0.05
Premium p.a.: 2.63
Spread abs.: 0.00
Spread %: -4.48%
Delta: 0.44
Theta: -0.03
Omega: 16.03
Rho: 0.00
 

Quote data

Open: 0.064
High: 0.064
Low: 0.029
Previous Close: 0.064
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -23.68%
1 Month
  -69.47%
3 Months
  -76.80%
YTD
  -91.47%
1 Year
  -93.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.064 0.016
1M High / 1M Low: 0.082 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:   0.043
Avg. volume 1W:   0.000
Avg. price 1M:   0.052
Avg. volume 1M:   0.000
Avg. price 6M:   0.187
Avg. volume 6M:   0.000
Avg. price 1Y:   0.237
Avg. volume 1Y:   0.000
Volatility 1M:   682.25%
Volatility 6M:   316.55%
Volatility 1Y:   246.00%
Volatility 3Y:   -