UBS Call 60 WMT 20.09.2024
/ CH1329475714
UBS Call 60 WMT 20.09.2024/ CH1329475714 /
| 2024-08-09 11:59:58 AM |
Chg.-0.030 |
Bid2024-08-09 |
Ask2024-08-09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
-4.11% |
0.700
Bid Size: 20,000 |
0.810
Ask Size: 20,000 |
WALMART DL-,10 |
60.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UM3C95 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
WALMART DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.16 |
| Parity: |
0.20 |
| Time value: |
0.59 |
| Break-even: |
67.90 |
| Moneyness: |
1.03 |
| Premium: |
0.10 |
| Premium p.a.: |
1.21 |
| Spread abs.: |
0.06 |
| Spread %: |
8.22% |
| Delta: |
0.61 |
| Theta: |
-0.08 |
| Omega: |
4.76 |
| Rho: |
0.03 |
Quote data
| Open: |
0.720 |
| High: |
0.740 |
| Low: |
0.700 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.09% |
| 1 Month |
|
|
-27.84% |
| 3 Months |
|
|
+105.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.710 |
| 1M High / 1M Low: |
1.050 |
0.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.750 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.920 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
