UBS Call 58.3333 WMT 17.01.2025
/ CH1304630762
UBS Call 58.3333 WMT 17.01.2025/ CH1304630762 /
| 07/11/2024 08:53:16 |
Chg.-0.20 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.11EUR |
-2.74% |
-
Bid Size: - |
-
Ask Size: - |
Walmart Inc |
58.3333 USD |
17/01/2025 |
Call |
Master data
| WKN: |
UL9TXU |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.33 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
08/11/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
3.33:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.12 |
| Intrinsic value: |
7.02 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.17 |
| Parity: |
7.02 |
| Time value: |
0.29 |
| Break-even: |
78.72 |
| Moneyness: |
1.43 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
-0.15 |
| Spread %: |
-2.01% |
| Delta: |
0.94 |
| Theta: |
-0.02 |
| Omega: |
2.98 |
| Rho: |
0.09 |
Quote data
| Open: |
7.11 |
| High: |
7.11 |
| Low: |
7.11 |
| Previous Close: |
7.31 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.58% |
| 1 Month |
|
|
+11.62% |
| 3 Months |
|
|
+123.58% |
| YTD |
|
|
+887.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.31 |
6.43 |
| 1M High / 1M Low: |
7.31 |
5.86 |
| 6M High / 6M Low: |
7.31 |
1.54 |
| High (YTD): |
06/11/2024 |
7.31 |
| Low (YTD): |
26/02/2024 |
0.00 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.32 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.34% |
| Volatility 6M: |
|
109.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
