UBS Call 37 8GM 21.06.2024
/ CH1209931190
UBS Call 37 8GM 21.06.2024/ CH1209931190 /
| 2024-05-16 9:54:30 PM |
Chg.+0.050 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
+6.41% |
-
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: |
5.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.92 |
| Historic volatility: |
0.26 |
| Parity: |
0.48 |
| Time value: |
0.26 |
| Break-even: |
44.40 |
| Moneyness: |
1.13 |
| Premium: |
0.06 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
-0.04 |
| Spread %: |
-5.13% |
| Delta: |
0.72 |
| Theta: |
-0.06 |
| Omega: |
4.05 |
| Rho: |
0.02 |
Quote data
| Open: |
0.770 |
| High: |
0.840 |
| Low: |
0.760 |
| Previous Close: |
0.780 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.06% |
| 1 Month |
|
|
+36.07% |
| 3 Months |
|
|
+124.32% |
| YTD |
|
|
+207.41% |
| 1 Year |
|
|
+159.38% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.760 |
| 1M High / 1M Low: |
0.860 |
0.580 |
| 6M High / 6M Low: |
0.860 |
0.041 |
| High (YTD): |
2024-04-29 |
0.860 |
| Low (YTD): |
2024-01-24 |
0.185 |
| 52W High: |
2024-04-29 |
0.860 |
| 52W Low: |
2023-11-23 |
0.041 |
| Avg. price 1W: |
|
0.776 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.742 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.421 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.391 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
107.33% |
| Volatility 6M: |
|
218.41% |
| Volatility 1Y: |
|
189.00% |
| Volatility 3Y: |
|
- |
