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UBS Call 39 8GM 20.09.2024/  CH1272026134  /

EUWAX
15/08/2024  09:27:30 Chg.- Bid09:09:43 Ask09:09:43 Underlying Strike price Expiration date Option type
0.410EUR - 0.510
Bid Size: 7,500		 0.650
Ask Size: 7,500		 GENERAL MOTORS D... 39.00 - 20/09/2024 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: 20/09/2024
Issue date: 15/06/2023
Last trading day: 19/09/2024
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: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.370
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+32.26%
1 Month
  -55.91%
3 Months
  -40.58%
YTD  
+57.69%
1 Year  
+36.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.310
1M High / 1M Low: 0.980 0.168
6M High / 6M Low: 0.980 0.168
High (YTD): 18/07/2024 0.980
Low (YTD): 08/08/2024 0.168
52W High: 18/07/2024 0.980
52W Low: 24/11/2023 0.074
Avg. price 1W:   0.374
Avg. volume 1W:   0.000
Avg. price 1M:   0.536
Avg. volume 1M:   0.000
Avg. price 6M:   0.610
Avg. volume 6M:   0.000
Avg. price 1Y:   0.419
Avg. volume 1Y:   0.000
Volatility 1M:   404.42%
Volatility 6M:   207.15%
Volatility 1Y:   209.23%
Volatility 3Y:   -