UBS Call 61 WMT 20.09.2024/  CH1329475722  /

EUWAX
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:   -