UBS Call 22 ARRD 20.09.2024
/ CH1297157369
UBS Call 22 ARRD 20.09.2024/ CH1297157369 /
8/23/2024 10:20:26 AM |
Chg.+0.005 |
Bid10:39:59 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.019EUR |
+35.71% |
- Bid Size: - |
- Ask Size: - |
ARCELORMITTAL S.A. N... |
22.00 - |
9/20/2024 |
Call |
Master data
WKN: |
UL79WT |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
ARCELORMITTAL S.A. NOUV. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
22.00 - |
Maturity: |
9/20/2024 |
Issue date: |
10/10/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
123.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.15 |
Implied volatility: |
- |
Historic volatility: |
0.25 |
Parity: |
0.15 |
Time value: |
-0.13 |
Break-even: |
22.19 |
Moneyness: |
1.07 |
Premium: |
-0.06 |
Premium p.a.: |
-1.00 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.021 |
High: |
0.021 |
Low: |
0.019 |
Previous Close: |
0.014 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+90.00% |
3 Months |
|
|
-85.93% |
YTD |
|
|
-96.48% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.019 |
0.011 |
6M High / 6M Low: |
0.450 |
0.010 |
High (YTD): |
2/9/2024 |
0.570 |
Low (YTD): |
8/16/2024 |
0.010 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.016 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.243 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
761.89% |
Volatility 6M: |
|
266.73% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |