UBS Call 22 ARRD 20.09.2024
/ CH1297157369
UBS Call 22 ARRD 20.09.2024/ CH1297157369 /
| 2024-08-23 10:12:32 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.019EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ARCELORMITTAL S.A. N... |
22.00 - |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-09-19 |
| 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: |
0.019 |
| High: |
0.019 |
| Low: |
0.019 |
| Previous Close: |
0.020 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+72.73% |
| 3 Months |
|
|
-85.16% |
| YTD |
|
|
-96.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.021 |
0.015 |
| 6M High / 6M Low: |
0.510 |
0.011 |
| High (YTD): |
2024-02-12 |
0.590 |
| Low (YTD): |
2024-08-16 |
0.011 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.019 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.252 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
354.40% |
| Volatility 6M: |
|
212.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
