UBS Call 28 ARRD 20.06.2025
/ CH1310042325
UBS Call 28 ARRD 20.06.2025/ CH1310042325 /
| 2024-07-15 10:19:28 AM |
Chg.+0.004 |
Bid2024-07-15 |
Ask2024-07-15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.074EUR |
+5.71% |
-
Bid Size: - |
-
Ask Size: - |
ARCELORMITTAL S.A. N... |
28.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
UM0S0G |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-12-27 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
30.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.25 |
| Parity: |
-0.45 |
| Time value: |
0.08 |
| Break-even: |
28.76 |
| Moneyness: |
0.84 |
| Premium: |
0.22 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.00 |
| Spread %: |
2.70% |
| Delta: |
0.28 |
| Theta: |
0.00 |
| Omega: |
8.70 |
| Rho: |
0.05 |
Quote data
| Open: |
0.072 |
| High: |
0.074 |
| Low: |
0.071 |
| Previous Close: |
0.070 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.42% |
| 1 Month |
|
|
-22.11% |
| 3 Months |
|
|
-57.47% |
| YTD |
|
|
-77.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.074 |
0.059 |
| 1M High / 1M Low: |
0.106 |
0.051 |
| 6M High / 6M Low: |
0.350 |
0.051 |
| High (YTD): |
2024-02-09 |
0.350 |
| Low (YTD): |
2024-06-28 |
0.051 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.067 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.079 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.188 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.51% |
| Volatility 6M: |
|
142.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
