UBS Call 62 WMT 20.09.2024/  DE000UM54LV8  /

Frankfurt Zert./UBS
2024-07-26  5:27:17 PM Chg.-0.030 Bid6:07:26 PM Ask6:07:26 PM Underlying Strike price Expiration date Option type
0.770EUR -3.75% 0.780
Bid Size: 50,000
0.800
Ask Size: 50,000
WALMART DL-,10 62.00 - 2024-09-20 Call
 

Master data

WKN: UM54LV
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: WALMART DL-,10
Type: Warrant
Option type: Call
Strike price: 62.00 -
Maturity: 2024-09-20
Issue date: 2024-06-03
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.87
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.25
Implied volatility: 0.68
Historic volatility: 0.15
Parity: 0.25
Time value: 0.57
Break-even: 70.20
Moneyness: 1.04
Premium: 0.09
Premium p.a.: 0.73
Spread abs.: 0.02
Spread %: 2.50%
Delta: 0.62
Theta: -0.06
Omega: 4.87
Rho: 0.05
 

Quote data

Open: 0.790
High: 0.810
Low: 0.720
Previous Close: 0.800
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -11.49%
1 Month  
+14.93%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.800
1M High / 1M Low: 0.870 0.590
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.836
Avg. volume 1W:   0.000
Avg. price 1M:   0.752
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -