UBS Call 62 WMT 20.12.2024
/ DE000UM6LM45
UBS Call 62 WMT 20.12.2024/ DE000UM6LM45 /
| 2024-07-25 7:30:14 PM |
Chg.-0.040 |
Bid8:12:41 AM |
Ask8:12:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
-4.12% |
0.930
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: |
6.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.15 |
| Parity: |
0.31 |
| Time value: |
0.68 |
| Break-even: |
71.90 |
| Moneyness: |
1.05 |
| Premium: |
0.10 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.02 |
| Spread %: |
2.06% |
| Delta: |
0.64 |
| Theta: |
-0.03 |
| Omega: |
4.22 |
| Rho: |
0.13 |
Quote data
| Open: |
0.950 |
| High: |
0.960 |
| Low: |
0.930 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.06% |
| 1 Month |
|
|
+16.25% |
| 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: |
|
- |
