UBS Call 26 ARRD 20.06.2025
/ CH1306643649
UBS Call 26 ARRD 20.06.2025/ CH1306643649 /
15/07/2024 10:13:54 |
Chg.- |
Bid09:36:01 |
Ask09:36:01 |
Underlying |
Strike price |
Expiration date |
Option type |
0.114EUR |
- |
0.052 Bid Size: 100,000 |
- Ask Size: - |
ARCELORMITTAL S.A. N... |
26.00 EUR |
20/06/2025 |
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: |
20/06/2025 |
Issue date: |
16/11/2023 |
Last trading day: |
19/06/2025 |
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: |
0.114 |
High: |
0.114 |
Low: |
0.114 |
Previous Close: |
0.109 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+4.59% |
3 Months |
|
|
-53.47% |
YTD |
|
|
-72.86% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.114 |
0.114 |
6M High / 6M Low: |
0.400 |
0.090 |
High (YTD): |
12/02/2024 |
0.450 |
Low (YTD): |
10/07/2024 |
0.090 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.114 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.244 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
114.50% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |