UBS Call 57 WMT 20.09.2024
/ CH1329475698
UBS Call 57 WMT 20.09.2024/ CH1329475698 /
| 2024-07-25 9:56:54 PM |
Chg.-0.060 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.230EUR |
-4.65% |
-
Bid Size: - |
-
Ask Size: - |
WALMART DL-,10 |
57.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UM2W95 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
WALMART DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
57.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.15 |
| Parity: |
0.81 |
| Time value: |
0.48 |
| Break-even: |
69.90 |
| Moneyness: |
1.14 |
| Premium: |
0.07 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.72 |
| Theta: |
-0.07 |
| Omega: |
3.64 |
| Rho: |
0.05 |
Quote data
| Open: |
1.280 |
| High: |
1.300 |
| Low: |
1.230 |
| Previous Close: |
1.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.38% |
| 1 Month |
|
|
+11.82% |
| 3 Months |
|
|
+141.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.300 |
1.230 |
| 1M High / 1M Low: |
1.320 |
1.010 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.276 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.188 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
