UBS Call 60 WMT 16.01.2026
/ CH1329469238
UBS Call 60 WMT 16.01.2026/ CH1329469238 /
| 04/10/2024 09:47:22 |
Chg.+0.02 |
Bid22:00:22 |
Ask22:00:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.18EUR |
+0.93% |
-
Bid Size: - |
-
Ask Size: - |
WALMART DL-,10 |
60.00 - |
16/01/2026 |
Call |
Master data
| WKN: |
UM21ES |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
WALMART DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
16/01/2026 |
| Issue date: |
01/03/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.68 |
| Intrinsic value: |
1.37 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.17 |
| Parity: |
1.37 |
| Time value: |
0.90 |
| Break-even: |
82.70 |
| Moneyness: |
1.23 |
| Premium: |
0.12 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.89% |
| Delta: |
0.77 |
| Theta: |
-0.02 |
| Omega: |
2.51 |
| Rho: |
0.44 |
Quote data
| Open: |
2.18 |
| High: |
2.18 |
| Low: |
2.18 |
| Previous Close: |
2.16 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.83% |
| 1 Month |
|
|
+13.54% |
| 3 Months |
|
|
+67.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.24 |
2.08 |
| 1M High / 1M Low: |
2.24 |
1.87 |
| 6M High / 6M Low: |
2.24 |
0.71 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.35 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.27% |
| Volatility 6M: |
|
91.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
