UBS Call 36 8GM 20.09.2024
/ CH1272026100
UBS Call 36 8GM 20.09.2024/ CH1272026100 /
| 2024-08-16 3:20:36 PM |
Chg.-0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
-1.28% |
-
Bid Size: - |
-
Ask Size: - |
GENERAL MOTORS D... |
36.00 - |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-06-15 |
| Last trading day: |
2024-08-20 |
| 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: |
0.800 |
| Low: |
0.750 |
| Previous Close: |
0.780 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-31.25% |
| YTD |
|
|
+97.44% |
| 1 Year |
|
|
+102.63% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
1.290 |
0.400 |
| High (YTD): |
2024-07-17 |
1.290 |
| Low (YTD): |
2024-01-24 |
0.310 |
| 52W High: |
2024-07-17 |
1.290 |
| 52W Low: |
2023-11-23 |
0.111 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
0.911 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.611 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
131.03% |
| Volatility 1Y: |
|
151.24% |
| Volatility 3Y: |
|
- |
