UBS Call 56.6666 WMT 20.06.2025
/ CH1302946533
UBS Call 56.6666 WMT 20.06.2025/ CH1302946533 /
| 10/4/2024 9:12:23 AM |
Chg.+0.04 |
Bid10:00:22 PM |
Ask10:00:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.91EUR |
+0.58% |
-
Bid Size: - |
-
Ask Size: - |
Walmart Inc |
56.6666 USD |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
11/2/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
3.33:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.99 |
| Intrinsic value: |
6.64 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.17 |
| Parity: |
6.64 |
| Time value: |
0.53 |
| Break-even: |
75.53 |
| Moneyness: |
1.43 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.28% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
2.90 |
| Rho: |
0.32 |
Quote data
| Open: |
6.91 |
| High: |
6.91 |
| Low: |
6.91 |
| Previous Close: |
6.87 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.67% |
| 1 Month |
|
|
+12.91% |
| 3 Months |
|
|
+66.91% |
| YTD |
|
|
+500.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.14 |
6.59 |
| 1M High / 1M Low: |
7.14 |
6.01 |
| 6M High / 6M Low: |
7.14 |
2.18 |
| High (YTD): |
10/2/2024 |
7.14 |
| Low (YTD): |
2/26/2024 |
0.00 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.27 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.39% |
| Volatility 6M: |
|
90.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
