UBS Call 33.5 8GM 21.06.2024
/ CH1213888626
UBS Call 33.5 8GM 21.06.2024/ CH1213888626 /
| 2024-05-16 9:22:08 AM |
Chg.- |
Bid4:31:01 PM |
Ask4:31:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.09EUR |
- |
-
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: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
1.16 |
| Historic volatility: |
0.26 |
| Parity: |
0.87 |
| Time value: |
0.22 |
| Break-even: |
44.40 |
| Moneyness: |
1.26 |
| Premium: |
0.05 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
-0.06 |
| Spread %: |
-5.22% |
| Delta: |
0.80 |
| Theta: |
-0.06 |
| Omega: |
3.09 |
| Rho: |
0.02 |
Quote data
| Open: |
1.09 |
| High: |
1.09 |
| Low: |
1.09 |
| Previous Close: |
1.06 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.91% |
| 1 Month |
|
|
+25.29% |
| 3 Months |
|
|
+75.81% |
| YTD |
|
|
+147.73% |
| 1 Year |
|
|
+122.45% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.10 |
1.06 |
| 1M High / 1M Low: |
1.16 |
0.84 |
| 6M High / 6M Low: |
1.16 |
0.11 |
| High (YTD): |
2024-04-30 |
1.16 |
| Low (YTD): |
2024-01-18 |
0.34 |
| 52W High: |
2024-04-30 |
1.16 |
| 52W Low: |
2023-11-10 |
0.10 |
| Avg. price 1W: |
|
1.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.64 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.57 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
86.85% |
| Volatility 6M: |
|
207.40% |
| Volatility 1Y: |
|
175.18% |
| Volatility 3Y: |
|
- |
