UBS Call 45 WMT 20.12.2024
/ CH1255649902
UBS Call 45 WMT 20.12.2024/ CH1255649902 /
| 11/7/2024 9:12:01 AM |
Chg.-0.26 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.75EUR |
-2.36% |
-
Bid Size: - |
-
Ask Size: - |
Walmart Inc |
45.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
3/13/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
3.33:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.79 |
| Intrinsic value: |
10.75 |
| Implied volatility: |
1.38 |
| Historic volatility: |
0.17 |
| Parity: |
10.75 |
| Time value: |
0.39 |
| Break-even: |
79.06 |
| Moneyness: |
1.85 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.31 |
| Spread %: |
2.86% |
| Delta: |
0.94 |
| Theta: |
-0.05 |
| Omega: |
1.97 |
| Rho: |
0.04 |
Quote data
| Open: |
10.75 |
| High: |
10.75 |
| Low: |
10.75 |
| Previous Close: |
11.01 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.08% |
| 1 Month |
|
|
+13.88% |
| 3 Months |
|
|
+76.23% |
| YTD |
|
|
+279.86% |
| 1 Year |
|
|
+196.96% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.01 |
10.23 |
| 1M High / 1M Low: |
11.01 |
9.44 |
| 6M High / 6M Low: |
11.01 |
4.48 |
| High (YTD): |
11/6/2024 |
11.01 |
| Low (YTD): |
2/26/2024 |
0.00 |
| 52W High: |
11/6/2024 |
11.01 |
| 52W Low: |
2/26/2024 |
0.00 |
| Avg. price 1W: |
|
10.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.83 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
35.46% |
| Volatility 6M: |
|
57.34% |
| Volatility 1Y: |
|
494,145.78% |
| Volatility 3Y: |
|
- |
