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UBS Call 22.5 ARRD 17.06.2024/  CH1213889277  /

EUWAX
2024-05-31  10:08:00 AM Chg.+0.034 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
0.159EUR +27.20% -
Bid Size: -		 -
Ask Size: -		 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: 14.80
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.10
Implied volatility: 0.48
Historic volatility: 0.25
Parity: 0.10
Time value: 0.06
Break-even: 24.09
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.65
Spread abs.: 0.01
Spread %: 6.71%
Delta: 0.69
Theta: -0.03
Omega: 10.23
Rho: 0.01
 

Quote data

Open: 0.159
High: 0.159
Low: 0.159
Previous Close: 0.125
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.66%
1 Month
  -13.59%
3 Months
  -36.40%
YTD
  -64.67%
1 Year
  -63.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.161 0.119
1M High / 1M Low: 0.233 0.119
6M High / 6M Low: 0.490 0.119
High (YTD): 2024-02-12 0.490
Low (YTD): 2024-05-29 0.119
52W High: 2023-06-14 0.580
52W Low: 2024-05-29 0.119
Avg. price 1W:   0.143
Avg. volume 1W:   0.000
Avg. price 1M:   0.166
Avg. volume 1M:   0.000
Avg. price 6M:   0.296
Avg. volume 6M:   0.000
Avg. price 1Y:   0.332
Avg. volume 1Y:   0.000
Volatility 1M:   262.01%
Volatility 6M:   172.00%
Volatility 1Y:   153.26%
Volatility 3Y:   -