UBS Call 35 8GM 21.06.2024
/ CH1213888659
UBS Call 35 8GM 21.06.2024/ CH1213888659 /
| 17/05/2024 09:29:38 |
Chg.-0.020 |
Bid09:38:41 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
-1.98% |
-
Bid Size: - |
-
Ask Size: - |
GENERAL MOTORS D... |
35.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
UK7GDE |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
GENERAL MOTORS DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
03/10/2022 |
| Last trading day: |
20/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
1.95 |
| Historic volatility: |
0.26 |
| Parity: |
0.69 |
| Time value: |
0.30 |
| Break-even: |
44.90 |
| Moneyness: |
1.20 |
| Premium: |
0.07 |
| Premium p.a.: |
5.16 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.75 |
| Theta: |
-0.18 |
| Omega: |
3.16 |
| Rho: |
0.01 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.990 |
| Previous Close: |
1.010 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+83.33% |
| YTD |
|
|
+175.00% |
| 1 Year |
|
|
+59.68% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.010 |
0.920 |
| 6M High / 6M Low: |
1.060 |
0.221 |
| High (YTD): |
26/04/2024 |
1.060 |
| Low (YTD): |
18/01/2024 |
0.260 |
| 52W High: |
26/04/2024 |
1.060 |
| 52W Low: |
23/11/2023 |
0.072 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.969 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.606 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.497 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
54.55% |
| Volatility 6M: |
|
183.01% |
| Volatility 1Y: |
|
175.11% |
| Volatility 3Y: |
|
- |
