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UBS Call 21 ARRD 17.06.2024/  CH1213889244  /

EUWAX
2024-04-29  9:53:05 AM Chg.0.000 Bid5:41:38 PM Ask5:41:38 PM Underlying Strike price Expiration date Option type
0.320EUR 0.00% 0.320
Bid Size: 2,500		 0.340
Ask Size: 2,500		 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: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.320
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.23%
1 Month
  -31.91%
3 Months
  -34.69%
YTD
  -43.86%
1 Year
  -53.62%
3 Years     -
5 Years     -
1W High / 1W Low: 0.320 0.280
1M High / 1M Low: 0.540 0.280
6M High / 6M Low: 0.630 0.185
High (YTD): 2024-02-12 0.630
Low (YTD): 2024-04-25 0.280
52W High: 2023-05-03 0.710
52W Low: 2023-11-10 0.185
Avg. price 1W:   0.306
Avg. volume 1W:   0.000
Avg. price 1M:   0.405
Avg. volume 1M:   0.000
Avg. price 6M:   0.408
Avg. volume 6M:   0.000
Avg. price 1Y:   0.464
Avg. volume 1Y:   0.000
Volatility 1M:   165.19%
Volatility 6M:   130.30%
Volatility 1Y:   114.38%
Volatility 3Y:   -