UBS Call 63 WMT 20.09.2024
/ CH1329475730
UBS Call 63 WMT 20.09.2024/ CH1329475730 /
| 2024-07-26 4:38:03 PM |
Chg.-0.070 |
Bid5:03:33 PM |
Ask5:03:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
-9.72% |
0.670
Bid Size: 50,000 |
0.680
Ask Size: 50,000 |
WALMART DL-,10 |
63.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UM3KQM |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
WALMART DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
63.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.15 |
| Parity: |
0.15 |
| Time value: |
0.58 |
| Break-even: |
70.30 |
| Moneyness: |
1.02 |
| Premium: |
0.09 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.02 |
| Spread %: |
2.82% |
| Delta: |
0.60 |
| Theta: |
-0.06 |
| Omega: |
5.27 |
| Rho: |
0.05 |
Quote data
| Open: |
0.700 |
| High: |
0.720 |
| Low: |
0.650 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
+10.17% |
| 3 Months |
|
|
+233.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.720 |
| 1M High / 1M Low: |
0.790 |
0.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.750 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.671 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
