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UBS Call 23.5 ARRD 17.06.2024/  CH1213895597  /

UBS Investment Bank
2024-06-03  7:59:48 PM Chg.+0.013 Bid- Ask- Underlying Strike price Expiration date Option type
0.107EUR +13.83% -
Bid Size: -		 -
Ask Size: -		 ARCELORMITTAL S.A. N... 23.50 - 2024-06-17 Call
 

Master data

WKN: UK8QZT
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ARCELORMITTAL S.A. NOUV.
Type: Warrant
Option type: Call
Strike price: 23.50 -
Maturity: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 22.63
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.25
Parity: 0.00
Time value: 0.10
Break-even: 24.54
Moneyness: 1.00
Premium: 0.04
Premium p.a.: 1.97
Spread abs.: 0.01
Spread %: 10.64%
Delta: 0.53
Theta: -0.04
Omega: 12.04
Rho: 0.00
 

Quote data

Open: 0.106
High: 0.125
Low: 0.091
Previous Close: 0.094
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+37.18%
1 Month
  -17.05%
3 Months
  -37.43%
YTD
  -71.84%
1 Year
  -77.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.094 0.032
1M High / 1M Low: 0.129 0.032
6M High / 6M Low: 0.410 0.032
High (YTD): 2024-02-09 0.400
Low (YTD): 2024-05-29 0.032
52W High: 2023-06-14 0.510
52W Low: 2024-05-29 0.032
Avg. price 1W:   0.067
Avg. volume 1W:   0.000
Avg. price 1M:   0.081
Avg. volume 1M:   0.000
Avg. price 6M:   0.218
Avg. volume 6M:   0.000
Avg. price 1Y:   0.265
Avg. volume 1Y:   0.000
Volatility 1M:   563.86%
Volatility 6M:   276.43%
Volatility 1Y:   216.68%
Volatility 3Y:   -