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UBS Call 38 8GM 21.06.2024/  CH1209931208  /

Frankfurt Zert./UBS
2024-05-17  9:31:25 AM Chg.-0.030 Bid2024-05-17 Ask- Underlying Strike price Expiration date Option type
0.710EUR -4.05% -
Bid Size: -		 -
Ask Size: -		 GENERAL MOTORS D... 38.00 - 2024-06-21 Call
 

Master data

WKN: UK6EV1
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: GENERAL MOTORS DL-,01
Type: Warrant
Option type: Call
Strike price: 38.00 -
Maturity: 2024-06-21
Issue date: 2022-08-15
Last trading day: 2024-05-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.83
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.34
Implied volatility: 1.14
Historic volatility: 0.26
Parity: 0.34
Time value: 0.37
Break-even: 45.10
Moneyness: 1.09
Premium: 0.09
Premium p.a.: 1.85
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.67
Theta: -0.08
Omega: 3.89
Rho: 0.02
 

Quote data

Open: 0.710
High: 0.710
Low: 0.710
Previous Close: 0.740
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.43%
1 Month  
+26.79%
3 Months  
+102.86%
YTD  
+210.04%
1 Year  
+115.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.700
1M High / 1M Low: 0.790 0.560
6M High / 6M Low: 0.790 0.030
High (YTD): 2024-04-26 0.790
Low (YTD): 2024-01-29 0.151
52W High: 2024-04-26 0.790
52W Low: 2023-11-23 0.030
Avg. price 1W:   0.717
Avg. volume 1W:   0.000
Avg. price 1M:   0.697
Avg. volume 1M:   0.000
Avg. price 6M:   0.384
Avg. volume 6M:   0.000
Avg. price 1Y:   0.350
Avg. volume 1Y:   178.953
Volatility 1M:   158.46%
Volatility 6M:   298.95%
Volatility 1Y:   241.52%
Volatility 3Y:   -