UBS Call 63 WMT 17.01.2025
/ CH1329475854
UBS Call 63 WMT 17.01.2025/ CH1329475854 /
| 07/11/2024 09:29:42 |
Chg.-0.07 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.93EUR |
-3.50% |
-
Bid Size: - |
-
Ask Size: - |
WALMART DL-,10 |
63.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
UM3BSR |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
WALMART DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
63.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
01/03/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.51 |
| Intrinsic value: |
1.48 |
| Implied volatility: |
0.91 |
| Historic volatility: |
0.17 |
| Parity: |
1.48 |
| Time value: |
0.55 |
| Break-even: |
83.30 |
| Moneyness: |
1.23 |
| Premium: |
0.07 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.49% |
| Delta: |
0.77 |
| Theta: |
-0.07 |
| Omega: |
2.95 |
| Rho: |
0.08 |
Quote data
| Open: |
1.93 |
| High: |
1.93 |
| Low: |
1.93 |
| Previous Close: |
2.00 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.29% |
| 1 Month |
|
|
+12.87% |
| 3 Months |
|
|
+175.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.00 |
1.75 |
| 1M High / 1M Low: |
2.00 |
1.57 |
| 6M High / 6M Low: |
2.00 |
0.27 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.71% |
| Volatility 6M: |
|
148.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
