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UBS Call 25 ARRD 20.12.2024/  CH1258243257  /

Frankfurt Zert./UBS
2024-10-11  7:29:44 PM Chg.-0.002 Bid7:47:12 PM Ask- Underlying Strike price Expiration date Option type
0.043EUR -4.44% 0.042
Bid Size: 25,000		 -
Ask Size: -		 ARCELORMITTAL S.A. N... 25.00 - 2024-12-20 Call
 

Master data

WKN: UL2Q3R
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ARCELORMITTAL S.A. NOUV.
Type: Warrant
Option type: Call
Strike price: 25.00 -
Maturity: 2024-12-20
Issue date: 2023-03-22
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 53.49
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.25
Parity: -0.15
Time value: 0.04
Break-even: 25.44
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 0.51
Spread abs.: 0.00
Spread %: 4.76%
Delta: 0.31
Theta: -0.01
Omega: 16.55
Rho: 0.01
 

Quote data

Open: 0.042
High: 0.049
Low: 0.042
Previous Close: 0.045
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+95.45%
1 Month  
+95.45%
3 Months
  -18.87%
YTD
  -88.97%
1 Year
  -80.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.045 0.043
1M High / 1M Low: 0.045 0.043
6M High / 6M Low: 0.290 0.015
High (YTD): 2024-02-09 0.420
Low (YTD): 2024-08-20 0.015
52W High: 2024-02-09 0.420
52W Low: 2024-08-20 0.015
Avg. price 1W:   0.044
Avg. volume 1W:   0.000
Avg. price 1M:   0.044
Avg. volume 1M:   0.000
Avg. price 6M:   0.126
Avg. volume 6M:   0.000
Avg. price 1Y:   0.214
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   253.18%
Volatility 1Y:   199.88%
Volatility 3Y:   -