UBS Call 45 WMT 20.12.2024
/ CH1255649902
UBS Call 45 WMT 20.12.2024/ CH1255649902 /
| 30/08/2024 09:02:54 |
Chg.+0.12 |
Bid20:07:15 |
Ask20:07:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.70EUR |
+1.40% |
8.89
Bid Size: 10,000 |
-
Ask Size: - |
Walmart Inc |
45.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
UL3AJA |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
13/03/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
3.33:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.64 |
| Intrinsic value: |
8.51 |
| Implied volatility: |
- |
| Historic volatility: |
0.16 |
| Parity: |
8.51 |
| Time value: |
0.13 |
| Break-even: |
69.41 |
| Moneyness: |
1.70 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
8.70 |
| High: |
8.70 |
| Low: |
8.70 |
| Previous Close: |
8.58 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.84% |
| 1 Month |
|
|
+24.46% |
| 3 Months |
|
|
+50.52% |
| YTD |
|
|
+207.42% |
| 1 Year |
|
|
+151.45% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.58 |
8.41 |
| 1M High / 1M Low: |
8.58 |
6.10 |
| 6M High / 6M Low: |
8.58 |
4.31 |
| High (YTD): |
29/08/2024 |
8.58 |
| Low (YTD): |
26/02/2024 |
0.00 |
| 52W High: |
29/08/2024 |
8.58 |
| 52W Low: |
26/02/2024 |
0.00 |
| Avg. price 1W: |
|
8.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.61 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
82.38% |
| Volatility 6M: |
|
59.80% |
| Volatility 1Y: |
|
494,145.85% |
| Volatility 3Y: |
|
- |
