UBS Call 63 WMT 19.12.2025
/ CH1329469196
UBS Call 63 WMT 19.12.2025/ CH1329469196 /
| 2025-02-10 11:19:33 AM |
Chg.-0.090 |
Bid11:47:54 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.930EUR |
-2.24% |
3.920
Bid Size: 10,000 |
-
Ask Size: - |
Walmart Inc |
63.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
UM289G |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
63.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.84 |
| Intrinsic value: |
3.70 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.17 |
| Parity: |
3.70 |
| Time value: |
0.34 |
| Break-even: |
101.51 |
| Moneyness: |
1.61 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.10 |
| Spread %: |
2.54% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
2.22 |
| Rho: |
0.42 |
Quote data
| Open: |
3.930 |
| High: |
3.960 |
| Low: |
3.930 |
| Previous Close: |
4.020 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.42% |
| 1 Month |
|
|
+21.30% |
| 3 Months |
|
|
+63.07% |
| YTD |
|
|
+32.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.020 |
3.800 |
| 1M High / 1M Low: |
4.020 |
3.020 |
| 6M High / 6M Low: |
4.020 |
1.040 |
| High (YTD): |
2025-02-07 |
4.020 |
| Low (YTD): |
2025-01-02 |
2.910 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.932 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.419 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.465 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
39.67% |
| Volatility 6M: |
|
68.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
