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: |
|
- |