UBS Call 33.5 8GM 21.06.2024
/ CH1213888626
UBS Call 33.5 8GM 21.06.2024/ CH1213888626 /
| 5/17/2024 9:19:48 AM |
Chg.-0.020 |
Bid9:19:53 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.130EUR |
-1.74% |
-
Bid Size: - |
-
Ask Size: - |
GENERAL MOTORS D... |
33.50 - |
6/21/2024 |
Call |
Master data
| WKN: |
UK7TJL |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
GENERAL MOTORS DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
33.50 - |
| Maturity: |
6/21/2024 |
| Issue date: |
10/3/2022 |
| Last trading day: |
5/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
1.97 |
| Historic volatility: |
0.26 |
| Parity: |
0.84 |
| Time value: |
0.25 |
| Break-even: |
44.40 |
| Moneyness: |
1.25 |
| Premium: |
0.06 |
| Premium p.a.: |
3.60 |
| Spread abs.: |
-0.06 |
| Spread %: |
-5.22% |
| Delta: |
0.78 |
| Theta: |
-0.17 |
| Omega: |
3.00 |
| Rho: |
0.01 |
Quote data
| Open: |
1.130 |
| High: |
1.130 |
| Low: |
1.130 |
| Previous Close: |
1.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+73.85% |
| YTD |
|
|
+151.11% |
| 1 Year |
|
|
+59.15% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.150 |
1.060 |
| 6M High / 6M Low: |
1.190 |
0.280 |
| High (YTD): |
4/29/2024 |
1.190 |
| Low (YTD): |
1/18/2024 |
0.340 |
| 52W High: |
4/29/2024 |
1.190 |
| 52W Low: |
11/13/2023 |
0.102 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.109 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.717 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.583 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
47.57% |
| Volatility 6M: |
|
158.80% |
| Volatility 1Y: |
|
165.30% |
| Volatility 3Y: |
|
- |
