UBS Call 63 WMT 21.03.2025
/ CH1329469071
UBS Call 63 WMT 21.03.2025/ CH1329469071 /
| 2024-07-25 9:23:50 AM |
Chg.- |
Bid8:11:40 AM |
Ask8:11:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
- |
0.950
Bid Size: 20,000 |
1.010
Ask Size: 20,000 |
WALMART DL-,10 |
63.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
UM2Y9F |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
WALMART DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
63.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.15 |
| Parity: |
0.21 |
| Time value: |
0.81 |
| Break-even: |
73.20 |
| Moneyness: |
1.03 |
| Premium: |
0.12 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
2.00% |
| Delta: |
0.63 |
| Theta: |
-0.02 |
| Omega: |
4.04 |
| Rho: |
0.20 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.990 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.98% |
| 1 Month |
|
|
+11.24% |
| 3 Months |
|
|
+153.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.960 |
| 1M High / 1M Low: |
1.010 |
0.740 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.988 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.902 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
