UBS Call 56.6666 WMT 20.06.2025
/ CH1302946533
UBS Call 56.6666 WMT 20.06.2025/ CH1302946533 /
| 2024-07-25 8:52:55 AM |
Chg.+0.06 |
Bid10:00:15 PM |
Ask10:00:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.60EUR |
+1.32% |
-
Bid Size: - |
-
Ask Size: - |
Walmart Inc |
56.6666 USD |
2025-06-20 |
Call |
Master data
| WKN: |
UL9F8E |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.67 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-11-02 |
| Last trading day: |
2025-06-19 |
| Ratio: |
3.33:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.40 |
| Intrinsic value: |
3.86 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.15 |
| Parity: |
3.86 |
| Time value: |
0.78 |
| Break-even: |
67.75 |
| Moneyness: |
1.25 |
| Premium: |
0.04 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.22% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
3.73 |
| Rho: |
0.38 |
Quote data
| Open: |
4.60 |
| High: |
4.60 |
| Low: |
4.60 |
| Previous Close: |
4.54 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.50% |
| 1 Month |
|
|
+6.98% |
| 3 Months |
|
|
+92.47% |
| YTD |
|
|
+300.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.67 |
4.54 |
| 1M High / 1M Low: |
4.67 |
3.88 |
| 6M High / 6M Low: |
4.67 |
0.00 |
| High (YTD): |
2024-07-18 |
4.67 |
| Low (YTD): |
2024-02-26 |
0.00 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.13% |
| Volatility 6M: |
|
516,335.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
