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UBS Call 38 8GM 21.06.2024/  CH1209931208  /

EUWAX
15/05/2024  09:35:15 Chg.-0.010 Bid20:07:30 Ask20:07:20 Underlying Strike price Expiration date Option type
0.650EUR -1.52% 0.690
Bid Size: 50,000		 -
Ask Size: -		 GENERAL MOTORS D... 38.00 - 21/06/2024 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: 21/06/2024
Issue date: 15/08/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.31
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.36
Implied volatility: 0.89
Historic volatility: 0.27
Parity: 0.36
Time value: 0.30
Break-even: 44.60
Moneyness: 1.10
Premium: 0.07
Premium p.a.: 0.97
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.68
Theta: -0.06
Omega: 4.32
Rho: 0.02
 

Quote data

Open: 0.650
High: 0.650
Low: 0.650
Previous Close: 0.660
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.41%
1 Month  
+18.18%
3 Months  
+124.14%
YTD  
+194.12%
1 Year  
+96.97%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.650
1M High / 1M Low: 0.750 0.470
6M High / 6M Low: 0.750 0.040
High (YTD): 30/04/2024 0.750
Low (YTD): 18/01/2024 0.151
52W High: 30/04/2024 0.750
52W Low: 24/11/2023 0.040
Avg. price 1W:   0.670
Avg. volume 1W:   0.000
Avg. price 1M:   0.623
Avg. volume 1M:   0.000
Avg. price 6M:   0.354
Avg. volume 6M:   0.000
Avg. price 1Y:   0.341
Avg. volume 1Y:   0.000
Volatility 1M:   135.89%
Volatility 6M:   253.65%
Volatility 1Y:   213.00%
Volatility 3Y:   -