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UBS Call 37 8GM 21.06.2024/  CH1209931190  /

Frankfurt Zert./UBS
2024-05-17  9:32:49 AM Chg.-0.030 Bid2024-05-17 Ask- Underlying Strike price Expiration date Option type
0.800EUR -3.61% -
Bid Size: -		 -
Ask Size: -		 GENERAL MOTORS D... 37.00 - 2024-06-21 Call
 

Master data

WKN: UK58V5
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: GENERAL MOTORS DL-,01
Type: Warrant
Option type: Call
Strike price: 37.00 -
Maturity: 2024-06-21
Issue date: 2022-08-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.09
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.52
Implied volatility: 1.07
Historic volatility: 0.26
Parity: 0.52
Time value: 0.31
Break-even: 45.30
Moneyness: 1.14
Premium: 0.07
Premium p.a.: 1.09
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.72
Theta: -0.07
Omega: 3.65
Rho: 0.02
 

Quote data

Open: 0.810
High: 0.810
Low: 0.800
Previous Close: 0.830
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.90%
1 Month  
+33.33%
3 Months  
+110.53%
YTD  
+196.30%
1 Year  
+122.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.740
1M High / 1M Low: 0.880 0.560
6M High / 6M Low: 0.880 0.041
High (YTD): 2024-04-26 0.880
Low (YTD): 2024-01-29 0.187
52W High: 2024-04-26 0.880
52W Low: 2023-11-23 0.041
Avg. price 1W:   0.780
Avg. volume 1W:   0.000
Avg. price 1M:   0.746
Avg. volume 1M:   0.000
Avg. price 6M:   0.427
Avg. volume 6M:   0.000
Avg. price 1Y:   0.393
Avg. volume 1Y:   0.000
Volatility 1M:   133.49%
Volatility 6M:   258.36%
Volatility 1Y:   213.68%
Volatility 3Y:   -