UBS Call 25 ARRD 17.06.2024
/ CH1213895621
UBS Call 25 ARRD 17.06.2024/ CH1213895621 /
16/05/2024 18:28:09 |
Chg.+0.019 |
Bid18:30:45 |
Ask18:30:45 |
Underlying |
Strike price |
Expiration date |
Option type |
0.030EUR |
+172.73% |
0.029 Bid Size: 2,500 |
0.049 Ask Size: 2,500 |
ARCELORMITTAL S.A. N... |
25.00 - |
17/06/2024 |
Call |
Master data
WKN: |
UK8Q8Q |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
ARCELORMITTAL S.A. NOUV. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
25.00 - |
Maturity: |
17/06/2024 |
Issue date: |
18/10/2022 |
Last trading day: |
14/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
77.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.25 |
Parity: |
-0.08 |
Time value: |
0.03 |
Break-even: |
25.31 |
Moneyness: |
0.97 |
Premium: |
0.05 |
Premium p.a.: |
0.70 |
Spread abs.: |
0.02 |
Spread %: |
181.82% |
Delta: |
0.32 |
Theta: |
-0.01 |
Omega: |
25.25 |
Rho: |
0.01 |
Quote data
Open: |
0.019 |
High: |
0.035 |
Low: |
0.019 |
Previous Close: |
0.011 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+87.50% |
1 Month |
|
|
-50.82% |
3 Months |
|
|
-84.69% |
YTD |
|
|
-89.29% |
1 Year |
|
|
-90.91% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.018 |
0.011 |
1M High / 1M Low: |
0.068 |
0.011 |
6M High / 6M Low: |
0.300 |
0.011 |
High (YTD): |
09/02/2024 |
0.290 |
Low (YTD): |
15/05/2024 |
0.011 |
52W High: |
14/06/2023 |
0.430 |
52W Low: |
15/05/2024 |
0.011 |
Avg. price 1W: |
|
0.015 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.038 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.145 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.207 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
331.45% |
Volatility 6M: |
|
229.40% |
Volatility 1Y: |
|
197.70% |
Volatility 3Y: |
|
- |