UBS Call 36 8GM 20.09.2024
/ CH1272026100
UBS Call 36 8GM 20.09.2024/ CH1272026100 /
8/16/2024 8:21:38 AM |
Chg.+0.110 |
Bid3:20:36 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.770EUR |
+16.67% |
- Bid Size: - |
- Ask Size: - |
GENERAL MOTORS D... |
36.00 - |
9/20/2024 |
Call |
Master data
WKN: |
UL6GHZ |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
GENERAL MOTORS DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
36.00 - |
Maturity: |
9/20/2024 |
Issue date: |
6/15/2023 |
Last trading day: |
8/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.61 |
Intrinsic value: |
0.61 |
Implied volatility: |
2.77 |
Historic volatility: |
0.27 |
Parity: |
0.61 |
Time value: |
0.16 |
Break-even: |
43.70 |
Moneyness: |
1.17 |
Premium: |
0.04 |
Premium p.a.: |
88.80 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.77 |
Theta: |
-0.53 |
Omega: |
4.23 |
Rho: |
0.00 |
Quote data
Open: |
0.770 |
High: |
0.770 |
Low: |
0.770 |
Previous Close: |
0.660 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-32.46% |
YTD |
|
|
+97.44% |
1 Year |
|
|
+97.44% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
1.310 |
0.400 |
High (YTD): |
7/18/2024 |
1.310 |
Low (YTD): |
1/18/2024 |
0.300 |
52W High: |
7/18/2024 |
1.310 |
52W Low: |
11/23/2023 |
0.112 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
0.914 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.614 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
- |
Volatility 6M: |
|
131.83% |
Volatility 1Y: |
|
164.20% |
Volatility 3Y: |
|
- |