UBS Call 38 8GM 21.06.2024
/ CH1209931208
UBS Call 38 8GM 21.06.2024/ CH1209931208 /
| 16/05/2024 09:26:59 |
Chg.- |
Bid22:00:14 |
Ask22:00:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
GENERAL MOTORS D... |
38.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
UK6EV1 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
GENERAL MOTORS DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
15/08/2022 |
| Last trading day: |
20/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
1.41 |
| Historic volatility: |
0.26 |
| Parity: |
0.39 |
| Time value: |
0.32 |
| Break-even: |
45.10 |
| Moneyness: |
1.10 |
| Premium: |
0.08 |
| Premium p.a.: |
3.77 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.68 |
| Theta: |
-0.14 |
| Omega: |
4.04 |
| Rho: |
0.01 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+6.25% |
| 3 Months |
|
|
+58.14% |
| YTD |
|
|
+207.69% |
| 1 Year |
|
|
+74.36% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.690 |
0.650 |
| 6M High / 6M Low: |
0.750 |
0.132 |
| High (YTD): |
30/04/2024 |
0.750 |
| Low (YTD): |
18/01/2024 |
0.151 |
| 52W High: |
30/04/2024 |
0.750 |
| 52W Low: |
24/11/2023 |
0.040 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.666 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.393 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.344 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
59.75% |
| Volatility 6M: |
|
240.36% |
| Volatility 1Y: |
|
216.41% |
| Volatility 3Y: |
|
- |
