UBS Call 37 8GM 21.06.2024
/ CH1209931190
UBS Call 37 8GM 21.06.2024/ CH1209931190 /
| 5/17/2024 9:32:49 AM |
Chg.-0.030 |
Bid5/17/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-3.61% |
-
Bid Size: - |
-
Ask Size: - |
GENERAL MOTORS D... |
37.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
UK58V5 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
GENERAL MOTORS DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
8/15/2022 |
| Last trading day: |
5/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
1.49 |
| Historic volatility: |
0.26 |
| Parity: |
0.45 |
| Time value: |
0.35 |
| Break-even: |
45.00 |
| Moneyness: |
1.12 |
| Premium: |
0.09 |
| Premium p.a.: |
3.44 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.69 |
| Theta: |
-0.13 |
| Omega: |
3.60 |
| Rho: |
0.01 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.800 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+11.11% |
| 3 Months |
|
|
+60.00% |
| YTD |
|
|
+196.30% |
| 1 Year |
|
|
+116.22% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.830 |
0.740 |
| 6M High / 6M Low: |
0.880 |
0.143 |
| High (YTD): |
4/26/2024 |
0.880 |
| Low (YTD): |
1/29/2024 |
0.187 |
| 52W High: |
4/26/2024 |
0.880 |
| 52W Low: |
11/23/2023 |
0.041 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.780 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.461 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.396 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
66.10% |
| Volatility 6M: |
|
238.18% |
| Volatility 1Y: |
|
216.06% |
| Volatility 3Y: |
|
- |
