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UBS Call 21 ARRD 17.06.2024/  CH1213889244  /

UBS Investment Bank
2024-04-29  3:45:16 PM Chg.+0.010 Bid3:45:16 PM Ask3:45:16 PM Underlying Strike price Expiration date Option type
0.310EUR +3.33% 0.310
Bid Size: 50,000		 0.320
Ask Size: 50,000		 ARCELORMITTAL S.A. N... 21.00 - 2024-06-17 Call
 

Master data

WKN: UK8BNH
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ARCELORMITTAL S.A. NOUV.
Type: Warrant
Option type: Call
Strike price: 21.00 -
Maturity: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.46
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.29
Implied volatility: 0.35
Historic volatility: 0.26
Parity: 0.29
Time value: 0.03
Break-even: 24.20
Moneyness: 1.14
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 6.67%
Delta: 0.87
Theta: -0.01
Omega: 6.48
Rho: 0.02
 

Quote data

Open: 0.300
High: 0.330
Low: 0.290
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.82%
1 Month
  -34.04%
3 Months
  -36.73%
YTD
  -45.61%
1 Year
  -56.34%
3 Years     -
5 Years     -
1W High / 1W Low: 0.340 0.270
1M High / 1M Low: 0.480 0.270
6M High / 6M Low: 0.610 0.182
High (YTD): 2024-02-09 0.610
Low (YTD): 2024-04-25 0.270
52W High: 2023-06-14 0.680
52W Low: 2023-11-10 0.182
Avg. price 1W:   0.294
Avg. volume 1W:   0.000
Avg. price 1M:   0.384
Avg. volume 1M:   0.000
Avg. price 6M:   0.403
Avg. volume 6M:   0.000
Avg. price 1Y:   0.460
Avg. volume 1Y:   0.000
Volatility 1M:   172.19%
Volatility 6M:   132.29%
Volatility 1Y:   116.34%
Volatility 3Y:   -