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UBS Call 39 8GM 21.06.2024/  CH1209931216  /

UBS Investment Bank
2024-05-15  9:41:12 PM Chg.+0.020 Bid9:41:12 PM Ask- Underlying Strike price Expiration date Option type
0.600EUR +3.45% 0.600
Bid Size: 50,000		 -
Ask Size: -		 GENERAL MOTORS D... 39.00 - 2024-06-21 Call
 

Master data

WKN: UK6D0J
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: GENERAL MOTORS DL-,01
Type: Warrant
Option type: Call
Strike price: 39.00 -
Maturity: 2024-06-21
Issue date: 2022-08-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.31
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.26
Implied volatility: 0.82
Historic volatility: 0.27
Parity: 0.26
Time value: 0.31
Break-even: 44.70
Moneyness: 1.07
Premium: 0.07
Premium p.a.: 1.01
Spread abs.: -0.01
Spread %: -1.72%
Delta: 0.65
Theta: -0.06
Omega: 4.78
Rho: 0.02
 

Quote data

Open: 0.560
High: 0.620
Low: 0.550
Previous Close: 0.580
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.69%
1 Month  
+30.43%
3 Months  
+114.29%
YTD  
+212.50%
1 Year  
+100.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.580
1M High / 1M Low: 0.680 0.430
6M High / 6M Low: 0.680 0.020
High (YTD): 2024-04-29 0.680
Low (YTD): 2024-01-29 0.120
52W High: 2024-04-29 0.680
52W Low: 2023-11-23 0.020
Avg. price 1W:   0.592
Avg. volume 1W:   0.000
Avg. price 1M:   0.564
Avg. volume 1M:   0.000
Avg. price 6M:   0.310
Avg. volume 6M:   0.000
Avg. price 1Y:   0.303
Avg. volume 1Y:   0.000
Volatility 1M:   132.38%
Volatility 6M:   297.88%
Volatility 1Y:   240.15%
Volatility 3Y:   -