UBS Call 61 WMT 19.12.2025
/ CH1329469188
UBS Call 61 WMT 19.12.2025/ CH1329469188 /
| 2024-11-07 7:41:27 PM |
Chg.+0.150 |
Bid9:55:04 PM |
Ask9:55:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.450EUR |
+6.52% |
-
Bid Size: - |
-
Ask Size: - |
WALMART DL-,10 |
61.00 - |
2025-12-19 |
Call |
Master data
| WKN: |
UM3KL6 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
WALMART DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
61.00 - |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.92 |
| Intrinsic value: |
1.68 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.17 |
| Parity: |
1.68 |
| Time value: |
0.76 |
| Break-even: |
85.40 |
| Moneyness: |
1.27 |
| Premium: |
0.10 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.83% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
2.53 |
| Rho: |
0.42 |
Quote data
| Open: |
2.400 |
| High: |
2.460 |
| Low: |
2.380 |
| Previous Close: |
2.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.06% |
| 1 Month |
|
|
+21.29% |
| 3 Months |
|
|
+114.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.450 |
2.300 |
| 1M High / 1M Low: |
2.450 |
2.020 |
| 6M High / 6M Low: |
2.450 |
0.660 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.358 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.248 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.553 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
41.66% |
| Volatility 6M: |
|
100.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
