UBS Call 60 WMT 21.03.2025
/ CH1329469055
UBS Call 60 WMT 21.03.2025/ CH1329469055 /
| 2024-08-30 7:57:25 PM |
Chg.+0.040 |
Bid7:57:25 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.700EUR |
+2.41% |
1.700
Bid Size: 50,000 |
-
Ask Size: - |
WALMART DL-,10 |
60.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
UM21F6 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
WALMART DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.16 |
| Parity: |
0.90 |
| Time value: |
0.71 |
| Break-even: |
76.10 |
| Moneyness: |
1.15 |
| Premium: |
0.10 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
-0.05 |
| Spread %: |
-3.01% |
| Delta: |
0.72 |
| Theta: |
-0.03 |
| Omega: |
3.10 |
| Rho: |
0.19 |
Quote data
| Open: |
1.650 |
| High: |
1.710 |
| Low: |
1.620 |
| Previous Close: |
1.660 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.25% |
| 1 Month |
|
|
+54.55% |
| 3 Months |
|
|
+109.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.660 |
1.600 |
| 1M High / 1M Low: |
1.660 |
0.920 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.624 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.272 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
