UBS Call 59 WMT 20.06.2025
/ CH1329469105
UBS Call 59 WMT 20.06.2025/ CH1329469105 /
| 11/7/2024 7:32:47 PM |
Chg.+0.120 |
Bid9:54:58 PM |
Ask11/7/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.450EUR |
+5.15% |
-
Bid Size: - |
-
Ask Size: - |
WALMART DL-,10 |
59.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
UM3DXD |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
WALMART DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
59.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
3/1/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.99 |
| Intrinsic value: |
1.88 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.17 |
| Parity: |
1.88 |
| Time value: |
0.59 |
| Break-even: |
83.70 |
| Moneyness: |
1.32 |
| Premium: |
0.08 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
1.23% |
| Delta: |
0.81 |
| Theta: |
-0.03 |
| Omega: |
2.54 |
| Rho: |
0.23 |
Quote data
| Open: |
2.410 |
| High: |
2.480 |
| Low: |
2.400 |
| Previous Close: |
2.330 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.46% |
| 1 Month |
|
|
+17.79% |
| 3 Months |
|
|
+124.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.400 |
2.280 |
| 1M High / 1M Low: |
2.400 |
2.030 |
| 6M High / 6M Low: |
2.400 |
0.600 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.334 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.245 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.530 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
39.36% |
| Volatility 6M: |
|
103.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
