UBS Call 34 8GM 21.06.2024/  CH1213888634  /

UBS Investment Bank
17/05/2024  08:03:03 Chg.-0.020 Bid- Ask- Underlying Strike price Expiration date Option type
1.080EUR -1.82% -
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: 4.05
Leverage: Yes

Calculated values

Fair value: 0.97
Intrinsic value: 0.97
Implied volatility: 2.19
Historic volatility: 0.26
Parity: 0.97
Time value: 0.11
Break-even: 44.80
Moneyness: 1.29
Premium: 0.03
Premium p.a.: 3.60
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.85
Theta: -0.24
Omega: 3.44
Rho: 0.00
 

Quote data

Open: 1.080
High: 1.080
Low: 1.080
Previous Close: 1.100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+1.89%
3 Months  
+56.52%
YTD  
+157.14%
1 Year  
+38.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.100 1.060
6M High / 6M Low: 1.130 0.320
High (YTD): 29/04/2024 1.130
Low (YTD): 24/01/2024 0.320
52W High: 29/04/2024 1.130
52W Low: 23/11/2023 0.092
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.080
Avg. volume 1M:   0.000
Avg. price 6M:   0.699
Avg. volume 6M:   0.000
Avg. price 1Y:   0.549
Avg. volume 1Y:   0.000
Volatility 1M:   62.52%
Volatility 6M:   139.38%
Volatility 1Y:   163.65%
Volatility 3Y:   -