UBS Call 30.5 8GM 21.06.2024
/ CH1297154176
UBS Call 30.5 8GM 21.06.2024/ CH1297154176 /
5/17/2024 8:18:22 AM |
Chg.- |
Bid10:00:15 PM |
Ask10:00:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.40EUR |
- |
- Bid Size: - |
- Ask Size: - |
GENERAL MOTORS D... |
30.50 - |
6/21/2024 |
Call |
Master data
WKN: |
UL72TF |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
GENERAL MOTORS DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
30.50 - |
Maturity: |
6/21/2024 |
Issue date: |
10/10/2023 |
Last trading day: |
5/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.10 |
Intrinsic value: |
1.09 |
Implied volatility: |
1.79 |
Historic volatility: |
0.26 |
Parity: |
1.09 |
Time value: |
0.31 |
Break-even: |
44.50 |
Moneyness: |
1.36 |
Premium: |
0.08 |
Premium p.a.: |
1.42 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.80 |
Theta: |
-0.10 |
Omega: |
2.38 |
Rho: |
0.02 |
Quote data
Open: |
1.40 |
High: |
1.40 |
Low: |
1.40 |
Previous Close: |
1.37 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
+5.26% |
1 Month |
|
|
+23.89% |
3 Months |
|
|
+53.85% |
YTD |
|
|
+118.75% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.40 |
1.33 |
1M High / 1M Low: |
1.44 |
1.13 |
6M High / 6M Low: |
1.44 |
0.20 |
High (YTD): |
4/30/2024 |
1.44 |
Low (YTD): |
1/18/2024 |
0.52 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.37 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.35 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.88 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
71.43% |
Volatility 6M: |
|
158.41% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |