UBS Call 21 ARRD 20.06.2025
/ CH1302928143
UBS Call 21 ARRD 20.06.2025/ CH1302928143 /
| 18/10/2024 19:45:19 |
Chg.+0.030 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
+10.71% |
-
Bid Size: - |
-
Ask Size: - |
ARCELORMITTAL S.A. N... |
21.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
UL9C3E |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
02/11/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.09 |
| Historic volatility: |
0.25 |
| Parity: |
0.25 |
| Time value: |
0.05 |
| Break-even: |
24.00 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
-0.01 |
| Spread %: |
-3.23% |
| Delta: |
0.97 |
| Theta: |
0.00 |
| Omega: |
7.58 |
| Rho: |
0.13 |
Quote data
| Open: |
0.300 |
| High: |
0.320 |
| Low: |
0.290 |
| Previous Close: |
0.280 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.06% |
| 1 Month |
|
|
+37.17% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-56.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.270 |
| 1M High / 1M Low: |
0.330 |
0.270 |
| 6M High / 6M Low: |
0.530 |
0.187 |
| High (YTD): |
09/02/2024 |
0.760 |
| Low (YTD): |
16/08/2024 |
0.187 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.290 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.301 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.393 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.12% |
| Volatility 6M: |
|
114.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
