OverviewChartNewsTraderScreen

UBS Call 25 ARRD 17.06.2024/  CH1213895621  /

Frankfurt Zert./UBS
2024-04-29  4:30:16 PM Chg.+0.008 Bid4:35:11 PM Ask4:35:11 PM Underlying Strike price Expiration date Option type
0.056EUR +16.67% 0.058
Bid Size: 50,000		 0.068
Ask Size: 50,000		 ARCELORMITTAL S.A. N... 25.00 - 2024-06-17 Call
 

Master data

WKN: UK8Q8Q
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ARCELORMITTAL S.A. NOUV.
Type: Warrant
Option type: Call
Strike price: 25.00 -
Maturity: 2024-06-17
Issue date: 2022-10-18
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 35.12
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.26
Parity: -0.11
Time value: 0.07
Break-even: 25.68
Moneyness: 0.96
Premium: 0.08
Premium p.a.: 0.72
Spread abs.: 0.02
Spread %: 41.67%
Delta: 0.38
Theta: -0.01
Omega: 13.41
Rho: 0.01
 

Quote data

Open: 0.053
High: 0.059
Low: 0.051
Previous Close: 0.048
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -17.65%
1 Month
  -61.90%
3 Months
  -72.55%
YTD
  -80.00%
1 Year
  -87.83%
3 Years     -
5 Years     -
1W High / 1W Low: 0.068 0.038
1M High / 1M Low: 0.159 0.038
6M High / 6M Low: 0.300 0.038
High (YTD): 2024-02-09 0.290
Low (YTD): 2024-04-25 0.038
52W High: 2023-05-03 0.450
52W Low: 2024-04-25 0.038
Avg. price 1W:   0.048
Avg. volume 1W:   0.000
Avg. price 1M:   0.102
Avg. volume 1M:   0.000
Avg. price 6M:   0.149
Avg. volume 6M:   0.000
Avg. price 1Y:   0.222
Avg. volume 1Y:   0.000
Volatility 1M:   309.37%
Volatility 6M:   221.98%
Volatility 1Y:   183.97%
Volatility 3Y:   -