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UBS Call 36 8GM 21.06.2024/  CH1213888667  /

Frankfurt Zert./UBS
2024-05-17  9:22:01 AM Chg.-0.030 Bid9:40:48 AM Ask- Underlying Strike price Expiration date Option type
0.890EUR -3.26% -
Bid Size: -		 -
Ask Size: -		 GENERAL MOTORS D... 36.00 - 2024-06-21 Call
 

Master data

WKN: UK7HGH
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: GENERAL MOTORS DL-,01
Type: Warrant
Option type: Call
Strike price: 36.00 -
Maturity: 2024-06-21
Issue date: 2022-10-03
Last trading day: 2024-05-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.73
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.61
Implied volatility: 1.14
Historic volatility: 0.26
Parity: 0.61
Time value: 0.28
Break-even: 44.90
Moneyness: 1.17
Premium: 0.07
Premium p.a.: 1.09
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.74
Theta: -0.07
Omega: 3.50
Rho: 0.02
 

Quote data

Open: 0.900
High: 0.900
Low: 0.890
Previous Close: 0.920
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.23%
1 Month  
+32.84%
3 Months  
+85.42%
YTD  
+187.10%
1 Year  
+122.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.830
1M High / 1M Low: 0.970 0.730
6M High / 6M Low: 0.970 0.055
High (YTD): 2024-04-26 0.970
Low (YTD): 2024-01-18 0.224
52W High: 2024-04-26 0.970
52W Low: 2023-11-23 0.055
Avg. price 1W:   0.880
Avg. volume 1W:   0.000
Avg. price 1M:   0.875
Avg. volume 1M:   0.000
Avg. price 6M:   0.500
Avg. volume 6M:   0.000
Avg. price 1Y:   0.445
Avg. volume 1Y:   0.000
Volatility 1M:   124.59%
Volatility 6M:   216.47%
Volatility 1Y:   187.07%
Volatility 3Y:   -