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UBS Call 22 ARRD 17.06.2024/  CH1213889269  /

Frankfurt Zert./UBS
2024-04-29  3:55:00 PM Chg.+0.015 Bid4:01:32 PM Ask4:01:32 PM Underlying Strike price Expiration date Option type
0.228EUR +7.04% 0.227
Bid Size: 50,000		 0.237
Ask Size: 50,000		 ARCELORMITTAL S.A. N... 22.00 - 2024-06-17 Call
 

Master data

WKN: UK8E5N
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ARCELORMITTAL S.A. NOUV.
Type: Warrant
Option type: Call
Strike price: 22.00 -
Maturity: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.25
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.19
Implied volatility: 0.31
Historic volatility: 0.26
Parity: 0.19
Time value: 0.05
Break-even: 24.33
Moneyness: 1.09
Premium: 0.02
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 9.39%
Delta: 0.79
Theta: -0.01
Omega: 8.13
Rho: 0.02
 

Quote data

Open: 0.221
High: 0.235
Low: 0.216
Previous Close: 0.213
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.80%
1 Month
  -40.00%
3 Months
  -44.39%
YTD
  -53.47%
1 Year
  -64.38%
3 Years     -
5 Years     -
1W High / 1W Low: 0.250 0.193
1M High / 1M Low: 0.390 0.193
6M High / 6M Low: 0.530 0.143
High (YTD): 2024-02-09 0.530
Low (YTD): 2024-04-25 0.193
52W High: 2023-05-03 0.630
52W Low: 2023-11-10 0.143
Avg. price 1W:   0.210
Avg. volume 1W:   0.000
Avg. price 1M:   0.299
Avg. volume 1M:   0.000
Avg. price 6M:   0.329
Avg. volume 6M:   0.000
Avg. price 1Y:   0.392
Avg. volume 1Y:   0.000
Volatility 1M:   189.87%
Volatility 6M:   146.95%
Volatility 1Y:   128.38%
Volatility 3Y:   -