UBS Call 32.5 8GM 21.06.2024/  CH1226259971  /

Frankfurt Zert./UBS
2024-05-17  9:23:53 AM Chg.-0.020 Bid9:41:20 AM Ask- Underlying Strike price Expiration date Option type
1.220EUR -1.61% -
Bid Size: -
-
Ask Size: -
GENERAL MOTORS D... 32.50 - 2024-06-21 Call
 

Master data

WKN: UK8QXR
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: GENERAL MOTORS DL-,01
Type: Warrant
Option type: Call
Strike price: 32.50 -
Maturity: 2024-06-21
Issue date: 2022-10-24
Last trading day: 2024-05-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.39
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.89
Implied volatility: 1.63
Historic volatility: 0.26
Parity: 0.89
Time value: 0.33
Break-even: 44.70
Moneyness: 1.27
Premium: 0.08
Premium p.a.: 1.55
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.78
Theta: -0.10
Omega: 2.63
Rho: 0.02
 

Quote data

Open: 1.220
High: 1.220
Low: 1.220
Previous Close: 1.240
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.67%
1 Month  
+18.45%
3 Months  
+69.44%
YTD  
+139.22%
1 Year  
+121.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.240 1.200
1M High / 1M Low: 1.290 1.030
6M High / 6M Low: 1.290 0.128
High (YTD): 2024-04-26 1.290
Low (YTD): 2024-01-18 0.390
52W High: 2024-04-26 1.290
52W Low: 2023-11-13 0.123
Avg. price 1W:   1.220
Avg. volume 1W:   0.000
Avg. price 1M:   1.194
Avg. volume 1M:   0.000
Avg. price 6M:   0.743
Avg. volume 6M:   0.000
Avg. price 1Y:   0.640
Avg. volume 1Y:   0.000
Volatility 1M:   97.07%
Volatility 6M:   176.51%
Volatility 1Y:   155.81%
Volatility 3Y:   -