UBS Call 57 WMT 17.01.2025
/ CH1329475813
UBS Call 57 WMT 17.01.2025/ CH1329475813 /
8/16/2024 8:22:34 AM |
Chg.+0.420 |
Bid3:20:16 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.580EUR |
+36.21% |
- Bid Size: - |
- Ask Size: - |
WALMART DL-,10 |
57.00 - |
1/17/2025 |
Call |
Master data
WKN: |
UM23R2 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
WALMART DL-,10 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
57.00 - |
Maturity: |
1/17/2025 |
Issue date: |
3/1/2024 |
Last trading day: |
8/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.37 |
Intrinsic value: |
1.29 |
Implied volatility: |
0.42 |
Historic volatility: |
0.16 |
Parity: |
1.29 |
Time value: |
0.26 |
Break-even: |
72.50 |
Moneyness: |
1.23 |
Premium: |
0.04 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.04 |
Spread %: |
2.65% |
Delta: |
0.83 |
Theta: |
-0.02 |
Omega: |
3.76 |
Rho: |
0.16 |
Quote data
Open: |
1.580 |
High: |
1.580 |
Low: |
1.580 |
Previous Close: |
1.160 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+26.40% |
3 Months |
|
|
+75.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.580 |
1.090 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.209 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
201.72% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |