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: |
|
- |