UBS Call 61 WMT 20.06.2025
/ CH1329469121
UBS Call 61 WMT 20.06.2025/ CH1329469121 /
| 07/11/2024 09:29:37 |
Chg.-0.06 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.24EUR |
-2.61% |
-
Bid Size: - |
-
Ask Size: - |
WALMART DL-,10 |
61.00 - |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
01/03/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
1.68 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.17 |
| Parity: |
1.68 |
| Time value: |
0.60 |
| Break-even: |
83.80 |
| Moneyness: |
1.27 |
| Premium: |
0.08 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.44% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
2.71 |
| Rho: |
0.24 |
Quote data
| Open: |
2.24 |
| High: |
2.24 |
| Low: |
2.24 |
| Previous Close: |
2.30 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.27% |
| 1 Month |
|
|
+11.44% |
| 3 Months |
|
|
+126.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.30 |
2.05 |
| 1M High / 1M Low: |
2.30 |
1.87 |
| 6M High / 6M Low: |
2.30 |
0.51 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.37 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.82% |
| Volatility 6M: |
|
106.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
