UBS Call 57 WMT 19.12.2025
/ CH1329469154
UBS Call 57 WMT 19.12.2025/ CH1329469154 /
| 07/11/2024 21:56:45 |
Chg.+0.020 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.770EUR |
+0.73% |
-
Bid Size: - |
-
Ask Size: - |
WALMART DL-,10 |
57.00 - |
19/12/2025 |
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: |
19/12/2025 |
| Issue date: |
01/03/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.28 |
| Intrinsic value: |
2.08 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.17 |
| Parity: |
2.08 |
| Time value: |
0.69 |
| Break-even: |
84.70 |
| Moneyness: |
1.36 |
| Premium: |
0.09 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.73% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
2.31 |
| Rho: |
0.40 |
Quote data
| Open: |
2.740 |
| High: |
2.810 |
| Low: |
2.690 |
| Previous Close: |
2.750 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.13% |
| 1 Month |
|
|
+18.38% |
| 3 Months |
|
|
+106.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.750 |
2.610 |
| 1M High / 1M Low: |
2.750 |
2.340 |
| 6M High / 6M Low: |
2.750 |
0.870 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.664 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.555 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.831 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
36.45% |
| Volatility 6M: |
|
77.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
