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UBS Call 24.5 ARRD 17.06.2024/  CH1213895613  /

EUWAX
2024-05-14  10:01:46 AM Chg.+0.008 Bid10:00:15 PM Ask10:00:15 PM Underlying Strike price Expiration date Option type
0.046EUR +21.05% -
Bid Size: -		 -
Ask Size: -		 ARCELORMITTAL S.A. N... 24.50 - 2024-06-17 Call
 

Master data

WKN: UK8PX2
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ARCELORMITTAL S.A. NOUV.
Type: Warrant
Option type: Call
Strike price: 24.50 -
Maturity: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 47.70
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.25
Parity: -0.07
Time value: 0.05
Break-even: 25.00
Moneyness: 0.97
Premium: 0.05
Premium p.a.: 0.66
Spread abs.: 0.02
Spread %: 66.67%
Delta: 0.40
Theta: -0.01
Omega: 18.94
Rho: 0.01
 

Quote data

Open: 0.046
High: 0.046
Low: 0.046
Previous Close: 0.038
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.36%
1 Month
  -80.51%
3 Months
  -79.28%
YTD
  -85.16%
1 Year
  -87.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.055 0.033
1M High / 1M Low: 0.198 0.033
6M High / 6M Low: 0.330 0.033
High (YTD): 2024-02-12 0.330
Low (YTD): 2024-05-09 0.033
52W High: 2023-06-14 0.460
52W Low: 2024-05-09 0.033
Avg. price 1W:   0.044
Avg. volume 1W:   0.000
Avg. price 1M:   0.077
Avg. volume 1M:   0.000
Avg. price 6M:   0.176
Avg. volume 6M:   0.000
Avg. price 1Y:   0.235
Avg. volume 1Y:   0.000
Volatility 1M:   356.06%
Volatility 6M:   222.19%
Volatility 1Y:   190.34%
Volatility 3Y:   -