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UBS Call 44 8GM 20.09.2024/  CH1272030300  /

UBS Investment Bank
17/07/2024  08:24:17 Chg.-0.060 Bid08:24:17 Ask08:24:17 Underlying Strike price Expiration date Option type
0.530EUR -10.17% 0.530
Bid Size: 5,000		 0.670
Ask Size: 5,000		 GENERAL MOTORS D... 44.00 - 20/09/2024 Call
 

Master data

WKN: UL6JRC
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: GENERAL MOTORS DL-,01
Type: Warrant
Option type: Call
Strike price: 44.00 -
Maturity: 20/09/2024
Issue date: 15/06/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.54
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.12
Implied volatility: 0.69
Historic volatility: 0.26
Parity: 0.12
Time value: 0.48
Break-even: 50.00
Moneyness: 1.03
Premium: 0.11
Premium p.a.: 0.74
Spread abs.: 0.05
Spread %: 9.09%
Delta: 0.60
Theta: -0.04
Omega: 4.55
Rho: 0.04
 

Quote data

Open: 0.540
High: 0.540
Low: 0.530
Previous Close: 0.590
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+55.88%
1 Month  
+15.22%
3 Months  
+70.97%
YTD  
+295.52%
1 Year  
+39.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.340
1M High / 1M Low: 0.590 0.310
6M High / 6M Low: 0.590 0.077
High (YTD): 16/07/2024 0.590
Low (YTD): 29/01/2024 0.077
52W High: 16/07/2024 0.590
52W Low: 23/11/2023 0.019
Avg. price 1W:   0.492
Avg. volume 1W:   0.000
Avg. price 1M:   0.423
Avg. volume 1M:   0.000
Avg. price 6M:   0.314
Avg. volume 6M:   0.000
Avg. price 1Y:   0.232
Avg. volume 1Y:   0.000
Volatility 1M:   195.36%
Volatility 6M:   245.71%
Volatility 1Y:   256.07%
Volatility 3Y:   -