UBS Call 39 8GM 20.09.2024
/ CH1272026134
UBS Call 39 8GM 20.09.2024/ CH1272026134 /
8/15/2024 9:27:30 AM |
Chg.- |
Bid9:09:43 AM |
Ask9:09:43 AM |
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 - |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
6/15/2023 |
Last trading day: |
9/19/2024 |
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): |
7/18/2024 |
0.980 |
Low (YTD): |
8/8/2024 |
0.168 |
52W High: |
7/18/2024 |
0.980 |
52W Low: |
11/24/2023 |
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: |
|
- |