UBS Call 60 WMT 17.01.2025
/ CH1329475839
UBS Call 60 WMT 17.01.2025/ CH1329475839 /
| 25/07/2024 19:40:28 |
Chg.-0.040 |
Bid08:12:26 |
Ask08:12:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.110EUR |
-3.48% |
1.110
Bid Size: 20,000 |
1.160
Ask Size: 20,000 |
WALMART DL-,10 |
60.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
UM2VT4 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
WALMART DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
01/03/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.15 |
| Parity: |
0.51 |
| Time value: |
0.66 |
| Break-even: |
71.70 |
| Moneyness: |
1.09 |
| Premium: |
0.10 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
1.74% |
| Delta: |
0.68 |
| Theta: |
-0.03 |
| Omega: |
3.78 |
| Rho: |
0.16 |
Quote data
| Open: |
1.140 |
| High: |
1.160 |
| Low: |
1.110 |
| Previous Close: |
1.150 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.13% |
| 1 Month |
|
|
+13.27% |
| 3 Months |
|
|
+122.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.170 |
1.110 |
| 1M High / 1M Low: |
1.180 |
0.900 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.142 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.058 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
