UBS Call 59 WMT 16.01.2026
/ CH1329469220
UBS Call 59 WMT 16.01.2026/ CH1329469220 /
| 10/4/2024 9:54:44 PM |
Chg.+0.070 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.330EUR |
+3.10% |
-
Bid Size: - |
-
Ask Size: - |
WALMART DL-,10 |
59.00 - |
1/16/2026 |
Call |
Master data
| WKN: |
UM27XG |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
WALMART DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
59.00 - |
| Maturity: |
1/16/2026 |
| Issue date: |
3/1/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.76 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.17 |
| Parity: |
1.47 |
| Time value: |
0.87 |
| Break-even: |
82.40 |
| Moneyness: |
1.25 |
| Premium: |
0.12 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.43% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
2.46 |
| Rho: |
0.44 |
Quote data
| Open: |
2.280 |
| High: |
2.340 |
| Low: |
2.220 |
| Previous Close: |
2.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.39% |
| 1 Month |
|
|
+18.27% |
| 3 Months |
|
|
+56.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.330 |
2.250 |
| 1M High / 1M Low: |
2.330 |
1.930 |
| 6M High / 6M Low: |
2.330 |
0.770 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.290 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.176 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.437 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.34% |
| Volatility 6M: |
|
87.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
