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UBS Call 39 8GM 20.09.2024/  CH1272026134  /

Frankfurt Zert./UBS
2024-08-15  8:29:52 AM Chg.0.000 Bid9:55:32 PM Ask9:55:32 PM Underlying Strike price Expiration date Option type
0.400EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 GENERAL MOTORS D... 39.00 - 2024-09-20 Call
 

Master data

WKN: UL6AXK
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: GENERAL MOTORS DL-,01
Type: Warrant
Option type: Call
Strike price: 39.00 -
Maturity: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.08
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.06
Implied volatility: 0.92
Historic volatility: 0.27
Parity: 0.06
Time value: 0.43
Break-even: 43.90
Moneyness: 1.02
Premium: 0.11
Premium p.a.: 1.84
Spread abs.: 0.04
Spread %: 8.89%
Delta: 0.58
Theta: -0.06
Omega: 4.71
Rho: 0.02
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.400
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -13.04%
1 Month
  -60.00%
3 Months
  -45.95%
YTD  
+48.15%
1 Year  
+33.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.400
1M High / 1M Low: 1.040 0.208
6M High / 6M Low: 1.040 0.208
High (YTD): 2024-07-18 1.040
Low (YTD): 2024-01-29 0.198
52W High: 2024-07-18 1.040
52W Low: 2023-11-23 0.064
Avg. price 1W:   0.414
Avg. volume 1W:   0.000
Avg. price 1M:   0.558
Avg. volume 1M:   0.000
Avg. price 6M:   0.631
Avg. volume 6M:   0.000
Avg. price 1Y:   0.430
Avg. volume 1Y:   0.000
Volatility 1M:   287.72%
Volatility 6M:   163.11%
Volatility 1Y:   188.71%
Volatility 3Y:   -