UBS Call 26 ARRD 20.06.2025
/ CH1306643649
UBS Call 26 ARRD 20.06.2025/ CH1306643649 /
| 7/15/2024 10:23:42 AM |
Chg.+0.008 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.115EUR |
+7.48% |
-
Bid Size: - |
-
Ask Size: - |
ARCELORMITTAL S.A. N... |
26.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
UL93GH |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
11/16/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
20.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.25 |
| Parity: |
-0.25 |
| Time value: |
0.12 |
| Break-even: |
27.17 |
| Moneyness: |
0.91 |
| Premium: |
0.15 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.00 |
| Spread %: |
1.74% |
| Delta: |
0.40 |
| Theta: |
0.00 |
| Omega: |
8.03 |
| Rho: |
0.07 |
Quote data
| Open: |
0.107 |
| High: |
0.115 |
| Low: |
0.106 |
| Previous Close: |
0.107 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-55.77% |
| YTD |
|
|
-72.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
0.370 |
0.088 |
| High (YTD): |
2/9/2024 |
0.450 |
| Low (YTD): |
7/9/2024 |
0.088 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
0.233 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
126.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
