UBS Call 22 ARRD 20.09.2024
/ CH1297157369
UBS Call 22 ARRD 20.09.2024/ CH1297157369 /
| 15/07/2024 10:28:35 |
Chg.+0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.097EUR |
+11.49% |
-
Bid Size: - |
-
Ask Size: - |
ARCELORMITTAL S.A. N... |
22.00 - |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
23.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
- |
| Historic volatility: |
0.25 |
| Parity: |
0.15 |
| Time value: |
-0.05 |
| Break-even: |
22.99 |
| Moneyness: |
1.07 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.12 |
| Spread abs.: |
0.00 |
| Spread %: |
2.06% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.087 |
| High: |
0.098 |
| Low: |
0.084 |
| Previous Close: |
0.087 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+73.21% |
| 1 Month |
|
|
-24.22% |
| 3 Months |
|
|
-67.67% |
| YTD |
|
|
-82.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.097 |
0.056 |
| 1M High / 1M Low: |
0.157 |
0.056 |
| 6M High / 6M Low: |
0.580 |
0.056 |
| High (YTD): |
09/02/2024 |
0.580 |
| Low (YTD): |
09/07/2024 |
0.056 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.074 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.101 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.310 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
260.62% |
| Volatility 6M: |
|
157.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
