UBS Call 38 8GM 21.06.2024/  CH1209931208  /

UBS Investment Bank
5/17/2024  9:04:47 AM Chg.-0.030 Bid- Ask- Underlying Strike price Expiration date Option type
0.710EUR -4.05% -
Bid Size: -
-
Ask Size: -
GENERAL MOTORS D... 38.00 - 6/21/2024 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: 6/21/2024
Issue date: 8/15/2022
Last trading day: 5/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.15
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.57
Implied volatility: 1.70
Historic volatility: 0.26
Parity: 0.57
Time value: 0.14
Break-even: 45.10
Moneyness: 1.15
Premium: 0.03
Premium p.a.: 5.90
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.77
Theta: -0.24
Omega: 4.76
Rho: 0.00
 

Quote data

Open: 0.710
High: 0.720
Low: 0.710
Previous Close: 0.740
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+2.90%
3 Months  
+77.50%
YTD  
+211.40%
1 Year  
+24.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.740 0.690
6M High / 6M Low: 0.770 0.151
High (YTD): 4/29/2024 0.770
Low (YTD): 1/29/2024 0.151
52W High: 4/29/2024 0.770
52W Low: 11/23/2023 0.030
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.713
Avg. volume 1M:   0.000
Avg. price 6M:   0.424
Avg. volume 6M:   0.000
Avg. price 1Y:   0.345
Avg. volume 1Y:   0.000
Volatility 1M:   126.34%
Volatility 6M:   202.61%
Volatility 1Y:   212.81%
Volatility 3Y:   -