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UBS Call 33.5 8GM 21.06.2024/  CH1213888626  /

Frankfurt Zert./UBS
2024-05-17  9:19:48 AM Chg.-0.020 Bid9:19:53 AM Ask- Underlying Strike price Expiration date Option type
1.130EUR -1.74% -
Bid Size: -		 -
Ask Size: -		 GENERAL MOTORS D... 33.50 - 2024-06-21 Call
 

Master data

WKN: UK7TJL
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: GENERAL MOTORS DL-,01
Type: Warrant
Option type: Call
Strike price: 33.50 -
Maturity: 2024-06-21
Issue date: 2022-10-03
Last trading day: 2024-05-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.72
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.86
Implied volatility: 1.35
Historic volatility: 0.26
Parity: 0.86
Time value: 0.27
Break-even: 44.80
Moneyness: 1.26
Premium: 0.06
Premium p.a.: 1.04
Spread abs.: 0.01
Spread %: 0.89%
Delta: 0.78
Theta: -0.08
Omega: 2.91
Rho: 0.02
 

Quote data

Open: 1.130
High: 1.130
Low: 1.130
Previous Close: 1.150
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.60%
1 Month  
+28.41%
3 Months  
+71.21%
YTD  
+151.11%
1 Year  
+126.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.150 1.060
1M High / 1M Low: 1.190 0.950
6M High / 6M Low: 1.190 0.103
High (YTD): 2024-04-29 1.190
Low (YTD): 2024-01-18 0.340
52W High: 2024-04-29 1.190
52W Low: 2023-11-13 0.102
Avg. price 1W:   1.113
Avg. volume 1W:   0.000
Avg. price 1M:   1.102
Avg. volume 1M:   0.000
Avg. price 6M:   0.666
Avg. volume 6M:   0.000
Avg. price 1Y:   0.581
Avg. volume 1Y:   0.000
Volatility 1M:   98.40%
Volatility 6M:   186.48%
Volatility 1Y:   164.41%
Volatility 3Y:   -