UBS Call 24 ARRD 17.06.2024
/ CH1213895605
UBS Call 24 ARRD 17.06.2024/ CH1213895605 /
| 2024-04-29 10:16:03 AM |
Chg.+0.008 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.097EUR |
+8.99% |
-
Bid Size: - |
-
Ask Size: - |
ARCELORMITTAL S.A. N... |
24.00 - |
2024-06-17 |
Call |
Master data
| WKN: |
UK8LKE |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2022-10-18 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
22.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.26 |
| Parity: |
-0.01 |
| Time value: |
0.11 |
| Break-even: |
25.08 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.02 |
| Spread %: |
22.73% |
| Delta: |
0.52 |
| Theta: |
-0.01 |
| Omega: |
11.57 |
| Rho: |
0.02 |
Quote data
| Open: |
0.094 |
| High: |
0.097 |
| Low: |
0.094 |
| Previous Close: |
0.089 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.38% |
| 1 Month |
|
|
-54.88% |
| 3 Months |
|
|
-62.69% |
| YTD |
|
|
-71.47% |
| 1 Year |
|
|
-81.35% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.116 |
0.074 |
| 1M High / 1M Low: |
0.226 |
0.074 |
| 6M High / 6M Low: |
0.370 |
0.074 |
| High (YTD): |
2024-02-09 |
0.360 |
| Low (YTD): |
2024-04-25 |
0.074 |
| 52W High: |
2023-05-03 |
0.510 |
| 52W Low: |
2024-04-25 |
0.074 |
| Avg. price 1W: |
|
0.088 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.156 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.200 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.272 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
264.55% |
| Volatility 6M: |
|
191.84% |
| Volatility 1Y: |
|
160.78% |
| Volatility 3Y: |
|
- |
