UBS Call 61 WMT 17.01.2025/  CH1329475847  /

Frankfurt Zert./UBS
2024-07-26  11:45:36 AM Chg.0.000 Bid2024-07-26 Ask2024-07-26 Underlying Strike price Expiration date Option type
1.030EUR 0.00% 1.030
Bid Size: 20,000
1.080
Ask Size: 20,000
WALMART DL-,10 61.00 - 2025-01-17 Call
 

Master data

WKN: UM3C4R
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: WALMART DL-,10
Type: Warrant
Option type: Call
Strike price: 61.00 -
Maturity: 2025-01-17
Issue date: 2024-03-01
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.15
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.35
Implied volatility: 0.47
Historic volatility: 0.15
Parity: 0.35
Time value: 0.70
Break-even: 71.50
Moneyness: 1.06
Premium: 0.11
Premium p.a.: 0.24
Spread abs.: 0.02
Spread %: 1.94%
Delta: 0.65
Theta: -0.03
Omega: 4.00
Rho: 0.15
 

Quote data

Open: 1.010
High: 1.030
Low: 1.010
Previous Close: 1.030
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.50%
1 Month  
+14.44%
3 Months  
+128.89%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.090 1.030
1M High / 1M Low: 1.100 0.820
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.062
Avg. volume 1W:   0.000
Avg. price 1M:   0.981
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   57.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -