UBS Call 33.5 8GM 21.06.2024
/ CH1213888626
UBS Call 33.5 8GM 21.06.2024/ CH1213888626 /
| 16/05/2024 09:22:08 |
Chg.- |
Bid22:00:15 |
Ask22:00:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.09EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
GENERAL MOTORS D... |
33.50 - |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
03/10/2022 |
| Last trading day: |
20/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
2.13 |
| Historic volatility: |
0.26 |
| Parity: |
0.66 |
| Time value: |
0.46 |
| Break-even: |
44.70 |
| Moneyness: |
1.20 |
| Premium: |
0.12 |
| Premium p.a.: |
5.67 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.73 |
| Theta: |
-0.16 |
| Omega: |
2.61 |
| Rho: |
0.01 |
Quote data
| Open: |
1.09 |
| High: |
1.09 |
| Low: |
1.09 |
| Previous Close: |
1.06 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-6.03% |
| 3 Months |
|
|
+43.42% |
| YTD |
|
|
+147.73% |
| 1 Year |
|
|
+109.62% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.10 |
1.05 |
| 6M High / 6M Low: |
1.16 |
0.26 |
| High (YTD): |
30/04/2024 |
1.16 |
| Low (YTD): |
18/01/2024 |
0.34 |
| 52W High: |
30/04/2024 |
1.16 |
| 52W Low: |
10/11/2023 |
0.10 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.69 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.57 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
32.75% |
| Volatility 6M: |
|
161.10% |
| Volatility 1Y: |
|
177.68% |
| Volatility 3Y: |
|
- |
