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UBS Call 35 8GM 21.06.2024/  CH1213888659  /

Frankfurt Zert./UBS
2024-05-17  9:29:38 AM Chg.-0.020 Bid9:38:41 AM Ask- Underlying Strike price Expiration date Option type
0.990EUR -1.98% -
Bid Size: -		 -
Ask Size: -		 GENERAL MOTORS D... 35.00 - 2024-06-21 Call
 

Master data

WKN: UK7GDE
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: GENERAL MOTORS DL-,01
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 2024-06-21
Issue date: 2022-10-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.44
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.72
Implied volatility: 1.06
Historic volatility: 0.26
Parity: 0.72
Time value: 0.23
Break-even: 44.50
Moneyness: 1.21
Premium: 0.05
Premium p.a.: 0.74
Spread abs.: -0.06
Spread %: -5.94%
Delta: 0.77
Theta: -0.06
Omega: 3.43
Rho: 0.02
 

Quote data

Open: 0.990
High: 0.990
Low: 0.990
Previous Close: 1.010
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.21%
1 Month  
+30.26%
3 Months  
+94.12%
YTD  
+175.00%
1 Year  
+130.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.010 0.920
1M High / 1M Low: 1.060 0.730
6M High / 6M Low: 1.060 0.072
High (YTD): 2024-04-26 1.060
Low (YTD): 2024-01-18 0.260
52W High: 2024-04-26 1.060
52W Low: 2023-11-23 0.072
Avg. price 1W:   0.960
Avg. volume 1W:   0.000
Avg. price 1M:   0.921
Avg. volume 1M:   0.000
Avg. price 6M:   0.550
Avg. volume 6M:   0.000
Avg. price 1Y:   0.493
Avg. volume 1Y:   0.000
Volatility 1M:   119.12%
Volatility 6M:   200.64%
Volatility 1Y:   173.79%
Volatility 3Y:   -