UBS Call 57 WMT 20.12.2024
/ CH1329475755
UBS Call 57 WMT 20.12.2024/ CH1329475755 /
| 2024-06-25 11:50:49 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.26EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
WALMART DL-,10 |
57.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UM21KK |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
WALMART DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
57.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.16 |
| Parity: |
0.60 |
| Time value: |
0.59 |
| Break-even: |
68.90 |
| Moneyness: |
1.10 |
| Premium: |
0.09 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.06 |
| Spread %: |
5.31% |
| Delta: |
0.70 |
| Theta: |
-0.02 |
| Omega: |
3.69 |
| Rho: |
0.16 |
Quote data
| Open: |
1.26 |
| High: |
1.26 |
| Low: |
1.26 |
| Previous Close: |
1.18 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.78% |
| 1 Month |
|
|
+27.27% |
| 3 Months |
|
|
+88.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.26 |
1.18 |
| 1M High / 1M Low: |
1.26 |
0.90 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
