UBS Call 61 WMT 20.09.2024
/ CH1329475722
UBS Call 61 WMT 20.09.2024/ CH1329475722 /
| 2024-07-26 9:27:37 AM |
Chg.-0.040 |
Bid7:40:35 PM |
Ask7:40:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
-4.35% |
0.850
Bid Size: 50,000 |
0.870
Ask Size: 50,000 |
WALMART DL-,10 |
61.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UM3GEA |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
WALMART DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
61.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.15 |
| Parity: |
0.35 |
| Time value: |
0.55 |
| Break-even: |
70.00 |
| Moneyness: |
1.06 |
| Premium: |
0.08 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.02 |
| Spread %: |
2.27% |
| Delta: |
0.64 |
| Theta: |
-0.06 |
| Omega: |
4.60 |
| Rho: |
0.05 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.880 |
| Previous Close: |
0.920 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.38% |
| 1 Month |
|
|
+8.64% |
| 3 Months |
|
|
+225.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.890 |
| 1M High / 1M Low: |
0.950 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.916 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.827 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
