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UBS Call 24.5 ARRD 17.06.2024/  CH1213895613  /

EUWAX
2024-04-29  9:53:05 AM Chg.-0.001 Bid9:55:40 AM Ask9:55:40 AM Underlying Strike price Expiration date Option type
0.078EUR -1.27% 0.078
Bid Size: 50,000		 0.088
Ask Size: 50,000		 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: 27.77
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.26
Parity: -0.06
Time value: 0.09
Break-even: 25.36
Moneyness: 0.97
Premium: 0.06
Premium p.a.: 0.57
Spread abs.: 0.02
Spread %: 30.30%
Delta: 0.45
Theta: -0.01
Omega: 12.51
Rho: 0.01
 

Quote data

Open: 0.078
High: 0.078
Low: 0.078
Previous Close: 0.079
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.88%
1 Month
  -57.61%
3 Months
  -66.38%
YTD
  -74.84%
1 Year
  -83.40%
3 Years     -
5 Years     -
1W High / 1W Low: 0.083 0.062
1M High / 1M Low: 0.236 0.062
6M High / 6M Low: 0.330 0.062
High (YTD): 2024-02-12 0.330
Low (YTD): 2024-04-25 0.062
52W High: 2023-05-03 0.490
52W Low: 2024-04-25 0.062
Avg. price 1W:   0.075
Avg. volume 1W:   0.000
Avg. price 1M:   0.142
Avg. volume 1M:   0.000
Avg. price 6M:   0.177
Avg. volume 6M:   0.000
Avg. price 1Y:   0.249
Avg. volume 1Y:   0.000
Volatility 1M:   282.26%
Volatility 6M:   212.12%
Volatility 1Y:   174.92%
Volatility 3Y:   -