UBS Call 24 ARRD 20.06.2025
/ CH1302928176
UBS Call 24 ARRD 20.06.2025/ CH1302928176 /
| 7/15/2024 10:10:40 AM |
Chg.+0.005 |
Bid10:28:35 AM |
Ask10:28:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.174EUR |
+2.96% |
-
Bid Size: - |
-
Ask Size: - |
ARCELORMITTAL S.A. N... |
24.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
UL9E9K |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
11/2/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.25 |
| Parity: |
-0.05 |
| Time value: |
0.18 |
| Break-even: |
25.78 |
| Moneyness: |
0.98 |
| Premium: |
0.10 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.00 |
| Spread %: |
1.14% |
| Delta: |
0.57 |
| Theta: |
0.00 |
| Omega: |
7.48 |
| Rho: |
0.11 |
Quote data
| Open: |
0.171 |
| High: |
0.174 |
| Low: |
0.168 |
| Previous Close: |
0.169 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.54% |
| 1 Month |
|
|
-15.53% |
| 3 Months |
|
|
-47.27% |
| YTD |
|
|
-66.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.174 |
0.142 |
| 1M High / 1M Low: |
0.229 |
0.141 |
| 6M High / 6M Low: |
0.560 |
0.141 |
| High (YTD): |
2/9/2024 |
0.560 |
| Low (YTD): |
7/9/2024 |
0.141 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.159 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.180 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.345 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.30% |
| Volatility 6M: |
|
103.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
