UBS Call 61 WMT 17.01.2025
/ CH1329475847
UBS Call 61 WMT 17.01.2025/ CH1329475847 /
| 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: |
|
- |
