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UBS Call 37 8GM 20.09.2024/  CH1272026118  /

UBS Investment Bank
17/07/2024  08:24:13 Chg.-0.060 Bid08:24:13 Ask- Underlying Strike price Expiration date Option type
1.120EUR -5.08% 1.120
Bid Size: 5,000		 -
Ask Size: -		 GENERAL MOTORS D... 37.00 - 20/09/2024 Call
 

Master data

WKN: UL6EBT
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: GENERAL MOTORS DL-,01
Type: Warrant
Option type: Call
Strike price: 37.00 -
Maturity: 20/09/2024
Issue date: 15/06/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.00
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.82
Implied volatility: 0.89
Historic volatility: 0.26
Parity: 0.82
Time value: 0.31
Break-even: 48.30
Moneyness: 1.22
Premium: 0.07
Premium p.a.: 0.44
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.77
Theta: -0.04
Omega: 3.08
Rho: 0.04
 

Quote data

Open: 1.130
High: 1.130
Low: 1.120
Previous Close: 1.180
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.27%
1 Month  
+10.89%
3 Months  
+60.00%
YTD  
+220.00%
1 Year  
+67.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.180 0.880
1M High / 1M Low: 1.180 0.830
6M High / 6M Low: 1.180 0.270
High (YTD): 16/07/2024 1.180
Low (YTD): 29/01/2024 0.270
52W High: 16/07/2024 1.180
52W Low: 23/11/2023 0.093
Avg. price 1W:   1.066
Avg. volume 1W:   0.000
Avg. price 1M:   0.974
Avg. volume 1M:   0.000
Avg. price 6M:   0.728
Avg. volume 6M:   0.000
Avg. price 1Y:   0.525
Avg. volume 1Y:   0.000
Volatility 1M:   105.33%
Volatility 6M:   138.86%
Volatility 1Y:   144.81%
Volatility 3Y:   -