UBS Call 62 WMT 20.12.2024
/ DE000UM6LM45
UBS Call 62 WMT 20.12.2024/ DE000UM6LM45 /
16/08/2024 15:20:25 |
Chg.-0.030 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.070EUR |
-2.73% |
- Bid Size: - |
- Ask Size: - |
WALMART DL-,10 |
62.00 - |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
03/06/2024 |
Last trading day: |
20/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.79 |
Intrinsic value: |
0.70 |
Implied volatility: |
0.47 |
Historic volatility: |
0.16 |
Parity: |
0.70 |
Time value: |
0.42 |
Break-even: |
73.20 |
Moneyness: |
1.11 |
Premium: |
0.06 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.05 |
Spread %: |
4.67% |
Delta: |
0.72 |
Theta: |
-0.03 |
Omega: |
4.44 |
Rho: |
0.12 |
Quote data
Open: |
1.120 |
High: |
1.170 |
Low: |
1.050 |
Previous Close: |
1.100 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+24.42% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.100 |
0.680 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.822 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
212.57% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |