UBS Call 60 WMT 21.03.2025
/ CH1329469055
UBS Call 60 WMT 21.03.2025/ CH1329469055 /
10/4/2024 9:46:50 PM |
Chg.+0.060 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.050EUR |
+3.02% |
- Bid Size: - |
- Ask Size: - |
WALMART DL-,10 |
60.00 - |
3/21/2025 |
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: |
3/21/2025 |
Issue date: |
3/1/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.47 |
Intrinsic value: |
1.37 |
Implied volatility: |
0.67 |
Historic volatility: |
0.17 |
Parity: |
1.37 |
Time value: |
0.69 |
Break-even: |
80.60 |
Moneyness: |
1.23 |
Premium: |
0.09 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.01 |
Spread %: |
0.49% |
Delta: |
0.76 |
Theta: |
-0.03 |
Omega: |
2.73 |
Rho: |
0.16 |
Quote data
Open: |
2.000 |
High: |
2.070 |
Low: |
1.940 |
Previous Close: |
1.990 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.77% |
1 Month |
|
|
+19.88% |
3 Months |
|
|
+76.72% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.060 |
1.990 |
1M High / 1M Low: |
2.070 |
1.670 |
6M High / 6M Low: |
2.070 |
0.420 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.022 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.915 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.121 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
67.64% |
Volatility 6M: |
|
128.54% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |