UBS Call 62 WMT 17.01.2025
/ DE000UM6AM55
UBS Call 62 WMT 17.01.2025/ DE000UM6AM55 /
8/16/2024 8:07:46 AM |
Chg.+0.030 |
Bid3:20:25 PM |
Ask3:20:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.150EUR |
+2.68% |
- Bid Size: - |
- Ask Size: - |
WALMART DL-,10 |
62.00 - |
1/17/2025 |
Call |
Master data
WKN: |
UM6AM5 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
WALMART DL-,10 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
62.00 - |
Maturity: |
1/17/2025 |
Issue date: |
6/3/2024 |
Last trading day: |
8/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.82 |
Intrinsic value: |
0.70 |
Implied volatility: |
0.43 |
Historic volatility: |
0.16 |
Parity: |
0.70 |
Time value: |
0.45 |
Break-even: |
73.50 |
Moneyness: |
1.11 |
Premium: |
0.07 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.06 |
Spread %: |
5.50% |
Delta: |
0.72 |
Theta: |
-0.03 |
Omega: |
4.32 |
Rho: |
0.15 |
Quote data
Open: |
1.150 |
High: |
1.150 |
Low: |
1.150 |
Previous Close: |
1.120 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+27.78% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.150 |
0.730 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.854 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
232.44% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |