UBS Call 63 WMT 20.12.2024
/ CH1329475797
UBS Call 63 WMT 20.12.2024/ CH1329475797 /
| 6/28/2024 7:32:07 PM |
Chg.-0.050 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
-7.04% |
0.680
Bid Size: 50,000 |
0.750
Ask Size: 50,000 |
WALMART DL-,10 |
63.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
UM23QQ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
WALMART DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
63.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
3/1/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.16 |
| Parity: |
0.02 |
| Time value: |
0.73 |
| Break-even: |
70.50 |
| Moneyness: |
1.00 |
| Premium: |
0.12 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.07 |
| Spread %: |
10.29% |
| Delta: |
0.58 |
| Theta: |
-0.02 |
| Omega: |
4.92 |
| Rho: |
0.14 |
Quote data
| Open: |
0.700 |
| High: |
0.710 |
| Low: |
0.660 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.16% |
| 1 Month |
|
|
+26.92% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.650 |
| 1M High / 1M Low: |
0.790 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.708 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.646 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
