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UBS Call 44 8GM 20.12.2024/  CH1251036476  /

EUWAX
2024-10-18  1:14:34 PM Chg.+0.050 Bid10:00:21 PM Ask10:00:21 PM Underlying Strike price Expiration date Option type
0.590EUR +9.26% -
Bid Size: -		 -
Ask Size: -		 GENERAL MOTORS D... 44.00 - 2024-12-20 Call
 

Master data

WKN: UL1132
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: GENERAL MOTORS DL-,01
Type: Warrant
Option type: Call
Strike price: 44.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.91
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.16
Implied volatility: 0.76
Historic volatility: 0.28
Parity: 0.16
Time value: 0.50
Break-even: 50.60
Moneyness: 1.04
Premium: 0.11
Premium p.a.: 0.83
Spread abs.: 0.08
Spread %: 13.79%
Delta: 0.61
Theta: -0.05
Omega: 4.24
Rho: 0.04
 

Quote data

Open: 0.600
High: 0.600
Low: 0.590
Previous Close: 0.540
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.11%
1 Month  
+1.72%
3 Months
  -13.24%
YTD  
+202.56%
1 Year  
+321.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.510
1M High / 1M Low: 0.600 0.330
6M High / 6M Low: 0.710 0.114
High (YTD): 2024-07-18 0.710
Low (YTD): 2024-08-08 0.114
52W High: 2024-07-18 0.710
52W Low: 2023-11-24 0.061
Avg. price 1W:   0.542
Avg. volume 1W:   0.000
Avg. price 1M:   0.463
Avg. volume 1M:   0.000
Avg. price 6M:   0.468
Avg. volume 6M:   0.000
Avg. price 1Y:   0.354
Avg. volume 1Y:   0.000
Volatility 1M:   196.75%
Volatility 6M:   239.12%
Volatility 1Y:   225.81%
Volatility 3Y:   -