UBS Call 21 ARRD 19.12.2025
/ DE000UM7RGT5
UBS Call 21 ARRD 19.12.2025/ DE000UM7RGT5 /
| 2024-11-15 7:34:34 PM |
Chg.+0.040 |
Bid7:57:06 PM |
Ask7:57:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
+9.09% |
0.470
Bid Size: 25,000 |
0.480
Ask Size: 25,000 |
ARCELORMITTAL S.A. N... |
21.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
UM7RGT |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-06-26 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
0.25 |
| Time value: |
0.23 |
| Break-even: |
25.80 |
| Moneyness: |
1.12 |
| Premium: |
0.10 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
2.13% |
| Delta: |
0.73 |
| Theta: |
0.00 |
| Omega: |
3.57 |
| Rho: |
0.13 |
Quote data
| Open: |
0.440 |
| High: |
0.490 |
| Low: |
0.440 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.04% |
| 1 Month |
|
|
+37.14% |
| 3 Months |
|
|
+92.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.380 |
| 1M High / 1M Low: |
0.520 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.434 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.398 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
