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UBS Call 42 8GM 20.12.2024/  CH1251036450  /

EUWAX
10/18/2024  1:14:34 PM Chg.+0.060 Bid10:00:21 PM Ask10:00:21 PM Underlying Strike price Expiration date Option type
0.750EUR +8.70% -
Bid Size: -		 -
Ask Size: -		 GENERAL MOTORS D... 42.00 - 12/20/2024 Call
 

Master data

WKN: UL112Q
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: GENERAL MOTORS DL-,01
Type: Warrant
Option type: Call
Strike price: 42.00 -
Maturity: 12/20/2024
Issue date: 2/21/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.88
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.33
Implied volatility: 0.81
Historic volatility: 0.28
Parity: 0.33
Time value: 0.44
Break-even: 49.70
Moneyness: 1.08
Premium: 0.10
Premium p.a.: 0.74
Spread abs.: 0.03
Spread %: 4.05%
Delta: 0.66
Theta: -0.05
Omega: 3.87
Rho: 0.04
 

Quote data

Open: 0.750
High: 0.750
Low: 0.750
Previous Close: 0.690
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.12%
1 Month  
+2.74%
3 Months
  -8.54%
YTD  
+202.42%
1 Year  
+338.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.650
1M High / 1M Low: 0.750 0.440
6M High / 6M Low: 0.850 0.186
High (YTD): 7/18/2024 0.850
Low (YTD): 8/8/2024 0.186
52W High: 7/18/2024 0.850
52W Low: 11/24/2023 0.080
Avg. price 1W:   0.690
Avg. volume 1W:   0.000
Avg. price 1M:   0.594
Avg. volume 1M:   0.000
Avg. price 6M:   0.587
Avg. volume 6M:   0.000
Avg. price 1Y:   0.443
Avg. volume 1Y:   0.000
Volatility 1M:   172.40%
Volatility 6M:   198.99%
Volatility 1Y:   193.90%
Volatility 3Y:   -