UBS Call 63 WMT 16.01.2026
/ CH1329469253
UBS Call 63 WMT 16.01.2026/ CH1329469253 /
| 2024-11-07 9:29:39 AM |
Chg.-0.07 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.25EUR |
-3.02% |
-
Bid Size: - |
-
Ask Size: - |
WALMART DL-,10 |
63.00 - |
2026-01-16 |
Call |
Master data
| WKN: |
UM3E9C |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
WALMART DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
63.00 - |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.76 |
| Intrinsic value: |
1.48 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.17 |
| Parity: |
1.48 |
| Time value: |
0.82 |
| Break-even: |
86.00 |
| Moneyness: |
1.23 |
| Premium: |
0.11 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.88% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
2.63 |
| Rho: |
0.45 |
Quote data
| Open: |
2.25 |
| High: |
2.25 |
| Low: |
2.25 |
| Previous Close: |
2.32 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.70% |
| 1 Month |
|
|
+11.39% |
| 3 Months |
|
|
+108.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.32 |
2.07 |
| 1M High / 1M Low: |
2.32 |
1.90 |
| 6M High / 6M Low: |
2.32 |
0.59 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.02% |
| Volatility 6M: |
|
98.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
