UBS Call 59 WMT 21.03.2025
/ CH1329469048
UBS Call 59 WMT 21.03.2025/ CH1329469048 /
| 2024-07-26 9:00:31 AM |
Chg.0.000 |
Bid9:00:31 AM |
Ask9:00:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.250EUR |
0.00% |
1.250
Bid Size: 20,000 |
1.310
Ask Size: 20,000 |
WALMART DL-,10 |
59.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
UM21EV |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
WALMART DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
59.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.15 |
| Parity: |
0.61 |
| Time value: |
0.71 |
| Break-even: |
72.20 |
| Moneyness: |
1.10 |
| Premium: |
0.11 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
1.54% |
| Delta: |
0.70 |
| Theta: |
-0.02 |
| Omega: |
3.44 |
| Rho: |
0.21 |
Quote data
| Open: |
1.250 |
| High: |
1.260 |
| Low: |
1.250 |
| Previous Close: |
1.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.30% |
| 1 Month |
|
|
+10.62% |
| 3 Months |
|
|
+104.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.320 |
1.250 |
| 1M High / 1M Low: |
1.330 |
1.050 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.292 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.210 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
