UBS Call 34.5 8GM 20.09.2024
/ CH1278938183
UBS Call 34.5 8GM 20.09.2024/ CH1278938183 /
| 17/07/2024 10:37:16 |
Chg.-0.050 |
Bid10:37:16 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.350EUR |
-3.57% |
1.350
Bid Size: 10,000 |
-
Ask Size: - |
GENERAL MOTORS D... |
34.50 - |
20/09/2024 |
Call |
Master data
| WKN: |
UL8AR9 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
GENERAL MOTORS DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.50 - |
| Maturity: |
20/09/2024 |
| Issue date: |
06/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.26 |
| Parity: |
1.12 |
| Time value: |
0.21 |
| Break-even: |
47.80 |
| Moneyness: |
1.32 |
| Premium: |
0.05 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
-0.07 |
| Spread %: |
-5.00% |
| Delta: |
0.83 |
| Theta: |
-0.04 |
| Omega: |
2.84 |
| Rho: |
0.04 |
Quote data
| Open: |
1.360 |
| High: |
1.360 |
| Low: |
1.320 |
| Previous Close: |
1.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.73% |
| 1 Month |
|
|
+9.76% |
| 3 Months |
|
|
+53.41% |
| YTD |
|
|
+193.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.400 |
1.100 |
| 1M High / 1M Low: |
1.400 |
1.050 |
| 6M High / 6M Low: |
1.400 |
0.370 |
| High (YTD): |
16/07/2024 |
1.400 |
| Low (YTD): |
24/01/2024 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.288 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.194 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.914 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.73% |
| Volatility 6M: |
|
115.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
