UBS Call 57 WMT 19.12.2025
/ CH1329469154
UBS Call 57 WMT 19.12.2025/ CH1329469154 /
| 2024-08-30 7:40:30 PM |
Chg.+0.080 |
Bid7:48:45 PM |
Ask7:48:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.120EUR |
+3.92% |
2.130
Bid Size: 50,000 |
2.150
Ask Size: 50,000 |
WALMART DL-,10 |
57.00 - |
2025-12-19 |
Call |
Master data
| WKN: |
UM2Y9E |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
WALMART DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
57.00 - |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.51 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.16 |
| Parity: |
1.20 |
| Time value: |
0.89 |
| Break-even: |
77.90 |
| Moneyness: |
1.21 |
| Premium: |
0.13 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.48% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
2.52 |
| Rho: |
0.42 |
Quote data
| Open: |
2.070 |
| High: |
2.120 |
| Low: |
2.060 |
| Previous Close: |
2.040 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.61% |
| 1 Month |
|
|
+35.90% |
| 3 Months |
|
|
+69.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.060 |
1.970 |
| 1M High / 1M Low: |
2.060 |
1.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.034 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.698 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
