UBS Call 57 WMT 17.01.2025
/ CH1329475813
UBS Call 57 WMT 17.01.2025/ CH1329475813 /
| 2024-07-26 9:27:38 AM |
Chg.-0.04 |
Bid4:46:36 PM |
Ask4:46:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.34EUR |
-2.90% |
1.29
Bid Size: 50,000 |
1.31
Ask Size: 50,000 |
WALMART DL-,10 |
57.00 - |
2025-01-17 |
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: |
2025-01-17 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.15 |
| Parity: |
0.75 |
| Time value: |
0.62 |
| Break-even: |
70.70 |
| Moneyness: |
1.13 |
| Premium: |
0.10 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
1.48% |
| Delta: |
0.71 |
| Theta: |
-0.03 |
| Omega: |
3.37 |
| Rho: |
0.16 |
Quote data
| Open: |
1.34 |
| High: |
1.34 |
| Low: |
1.34 |
| Previous Close: |
1.38 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.29% |
| 1 Month |
|
|
+4.69% |
| 3 Months |
|
|
+106.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.40 |
1.35 |
| 1M High / 1M Low: |
1.41 |
1.12 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
