UBS Call 62 WMT 16.01.2026
/ DE000UM5WSE6
UBS Call 62 WMT 16.01.2026/ DE000UM5WSE6 /
| 17/07/2024 14:34:53 |
Chg.-0.040 |
Bid14:51:33 |
Ask14:51:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.270EUR |
-3.05% |
1.280
Bid Size: 20,000 |
1.330
Ask Size: 20,000 |
WALMART DL-,10 |
62.00 - |
16/01/2026 |
Call |
Master data
| WKN: |
UM5WSE |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
WALMART DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
62.00 - |
| Maturity: |
16/01/2026 |
| Issue date: |
03/06/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.15 |
| Parity: |
0.22 |
| Time value: |
1.09 |
| Break-even: |
75.10 |
| Moneyness: |
1.04 |
| Premium: |
0.17 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
1.55% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
3.25 |
| Rho: |
0.44 |
Quote data
| Open: |
1.270 |
| High: |
1.290 |
| Low: |
1.260 |
| Previous Close: |
1.310 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.05% |
| 1 Month |
|
|
+13.39% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.310 |
1.280 |
| 1M High / 1M Low: |
1.310 |
1.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.296 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.211 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
