UBS Call 27 ARRD 20.06.2025
/ CH1310042317
UBS Call 27 ARRD 20.06.2025/ CH1310042317 /
| 10/18/2024 7:32:32 PM |
Chg.+0.008 |
Bid7:56:54 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.076EUR |
+11.76% |
0.073
Bid Size: 25,000 |
-
Ask Size: - |
ARCELORMITTAL S.A. N... |
27.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
UM0J6N |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
12/27/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
34.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.25 |
| Parity: |
-0.35 |
| Time value: |
0.07 |
| Break-even: |
27.69 |
| Moneyness: |
0.87 |
| Premium: |
0.18 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.00 |
| Spread %: |
2.99% |
| Delta: |
0.29 |
| Theta: |
0.00 |
| Omega: |
9.81 |
| Rho: |
0.04 |
Quote data
| Open: |
0.078 |
| High: |
0.082 |
| Low: |
0.075 |
| Previous Close: |
0.068 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.64% |
| 1 Month |
|
|
+43.40% |
| 3 Months |
|
|
-15.56% |
| YTD |
|
|
-79.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.079 |
0.065 |
| 1M High / 1M Low: |
0.087 |
0.065 |
| 6M High / 6M Low: |
0.230 |
0.041 |
| High (YTD): |
2/9/2024 |
0.390 |
| Low (YTD): |
8/16/2024 |
0.041 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.071 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.076 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.142 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.80% |
| Volatility 6M: |
|
164.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
