UBS Call 34 8GM 21.06.2024
/ CH1213888634
UBS Call 34 8GM 21.06.2024/ CH1213888634 /
| 16/05/2024 09:22:08 |
Chg.- |
Bid22:00:15 |
Ask22:00:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
GENERAL MOTORS D... |
34.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
UK7X4U |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
GENERAL MOTORS DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
03/10/2022 |
| Last trading day: |
20/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
2.06 |
| Historic volatility: |
0.26 |
| Parity: |
0.79 |
| Time value: |
0.29 |
| Break-even: |
44.80 |
| Moneyness: |
1.23 |
| Premium: |
0.07 |
| Premium p.a.: |
4.81 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.76 |
| Theta: |
-0.19 |
| Omega: |
2.97 |
| Rho: |
0.01 |
Quote data
| Open: |
1.04 |
| High: |
1.04 |
| Low: |
1.04 |
| Previous Close: |
1.01 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+79.31% |
| YTD |
|
|
+153.66% |
| 1 Year |
|
|
+60.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.06 |
1.01 |
| 6M High / 6M Low: |
1.11 |
0.27 |
| High (YTD): |
30/04/2024 |
1.11 |
| Low (YTD): |
18/01/2024 |
0.31 |
| 52W High: |
30/04/2024 |
1.11 |
| 52W Low: |
13/11/2023 |
0.09 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.54 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
50.77% |
| Volatility 6M: |
|
167.09% |
| Volatility 1Y: |
|
183.99% |
| Volatility 3Y: |
|
- |
