UBS Call 61 WMT 20.06.2025
/ CH1329469121
UBS Call 61 WMT 20.06.2025/ CH1329469121 /
2024-08-30 7:29:35 PM |
Chg.+0.080 |
Bid7:48:45 PM |
Ask7:48:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.680EUR |
+5.00% |
1.700 Bid Size: 50,000 |
1.710 Ask Size: 50,000 |
WALMART DL-,10 |
61.00 - |
2025-06-20 |
Call |
Master data
WKN: |
UM289F |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
WALMART DL-,10 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
61.00 - |
Maturity: |
2025-06-20 |
Issue date: |
2024-03-01 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.04 |
Intrinsic value: |
0.80 |
Implied volatility: |
0.49 |
Historic volatility: |
0.16 |
Parity: |
0.80 |
Time value: |
0.86 |
Break-even: |
77.60 |
Moneyness: |
1.13 |
Premium: |
0.13 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.02 |
Spread %: |
1.22% |
Delta: |
0.71 |
Theta: |
-0.02 |
Omega: |
2.97 |
Rho: |
0.26 |
Quote data
Open: |
1.640 |
High: |
1.680 |
Low: |
1.630 |
Previous Close: |
1.600 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+9.80% |
1 Month |
|
|
+48.67% |
3 Months |
|
|
+104.88% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.620 |
1.530 |
1M High / 1M Low: |
1.620 |
0.950 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.594 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.265 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
132.90% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |