UBS Call 41 GM 21.06.2024
/ CH1319925579
UBS Call 41 GM 21.06.2024/ CH1319925579 /
| 2024-05-22 3:56:46 PM |
Chg.-0.040 |
Bid4:27:54 PM |
Ask4:27:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
-10.81% |
0.310
Bid Size: 50,000 |
0.320
Ask Size: 50,000 |
General Motors Compa... |
41.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
UM2FZD |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
General Motors Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
41.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.26 |
| Parity: |
0.36 |
| Time value: |
0.02 |
| Break-even: |
41.57 |
| Moneyness: |
1.10 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
10.22 |
| Rho: |
0.03 |
Quote data
| Open: |
0.360 |
| High: |
0.370 |
| Low: |
0.330 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-5.71% |
| 3 Months |
|
|
+60.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.370 |
| 1M High / 1M Low: |
0.530 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.440 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.441 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
