UBS Call 62 WMT 20.12.2024/  DE000UM6LM45  /

Frankfurt Zert./UBS
2024-07-26  11:06:33 AM Chg.-0.010 Bid2024-07-26 Ask2024-07-26 Underlying Strike price Expiration date Option type
0.920EUR -1.08% 0.920
Bid Size: 20,000
0.980
Ask Size: 20,000
WALMART DL-,10 62.00 - 2024-12-20 Call
 

Master data

WKN: UM6LM4
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: WALMART DL-,10
Type: Warrant
Option type: Call
Strike price: 62.00 -
Maturity: 2024-12-20
Issue date: 2024-06-03
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.86
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.25
Implied volatility: 0.48
Historic volatility: 0.15
Parity: 0.25
Time value: 0.69
Break-even: 71.40
Moneyness: 1.04
Premium: 0.11
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 1.08%
Delta: 0.63
Theta: -0.03
Omega: 4.32
Rho: 0.13
 

Quote data

Open: 0.910
High: 0.920
Low: 0.910
Previous Close: 0.930
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.07%
1 Month  
+15.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.930
1M High / 1M Low: 1.000 0.730
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.960
Avg. volume 1W:   0.000
Avg. price 1M:   0.882
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   61.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -