MT.AS Warrant 06/24/ CH1213889277 /
| 2024-04-29 4:32:06 PM | Chg.+0.017 | Bid4:32:06 PM | Ask4:32:06 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.194EUR | +9.60% | 0.194 Bid Size: 50,000 |
0.204 Ask Size: 50,000 |
ARCELORMITTAL S.A. N... | 22.50 - | 2024-06-17 | Call |
Master data
| WKN: | UK8F92 |
|---|---|
| Issuer: | UBS AG, LONDON BRANCH |
| Currency: | EUR |
| Underlying: | ARCELORMITTAL S.A. NOUV. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 22.50 - |
| Maturity: | 2024-06-17 |
| Issue date: | 2022-10-18 |
| Last trading day: | 2024-06-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 12.12 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.18 |
|---|---|
| Intrinsic value: | 0.14 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.26 |
| Parity: | 0.14 |
| Time value: | 0.06 |
| Break-even: | 24.47 |
| Moneyness: | 1.06 |
| Premium: | 0.02 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.02 |
| Spread %: | 11.30% |
| Delta: | 0.73 |
| Theta: | -0.01 |
| Omega: | 8.88 |
| Rho: | 0.02 |
Quote data
| Open: | 0.181 |
|---|---|
| High: | 0.201 |
| Low: | 0.175 |
| Previous Close: | 0.177 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.60% | ||
|---|---|---|---|
| 1 Month | -42.94% | ||
| 3 Months | -47.57% | ||
| YTD | -56.89% | ||
| 1 Year | -68.20% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.217 | 0.158 |
|---|---|---|
| 1M High / 1M Low: | 0.350 | 0.158 |
| 6M High / 6M Low: | 0.490 | 0.120 |
| High (YTD): | 2024-02-09 | 0.480 |
| Low (YTD): | 2024-04-25 | 0.158 |
| 52W High: | 2023-05-03 | 0.580 |
| 52W Low: | 2023-11-10 | 0.120 |
| Avg. price 1W: | 0.176 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.258 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.293 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.359 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 221.58% | |
| Volatility 6M: | 160.28% | |
| Volatility 1Y: | 137.23% | |
| Volatility 3Y: | - |
