UBS Call 65 WMT 21.03.2025
/ CH1329469089
UBS Call 65 WMT 21.03.2025/ CH1329469089 /
| 07/11/2024 21:55:04 |
Chg.+0.030 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.880EUR |
+1.62% |
-
Bid Size: - |
-
Ask Size: - |
WALMART DL-,10 |
65.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
UM27XF |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
WALMART DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
01/03/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
1.28 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.17 |
| Parity: |
1.28 |
| Time value: |
0.59 |
| Break-even: |
83.70 |
| Moneyness: |
1.20 |
| Premium: |
0.08 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
1.08% |
| Delta: |
0.76 |
| Theta: |
-0.04 |
| Omega: |
3.14 |
| Rho: |
0.15 |
Quote data
| Open: |
1.840 |
| High: |
1.910 |
| Low: |
1.800 |
| Previous Close: |
1.850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.05% |
| 1 Month |
|
|
+23.68% |
| 3 Months |
|
|
+189.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.880 |
1.740 |
| 1M High / 1M Low: |
1.880 |
1.520 |
| 6M High / 6M Low: |
1.880 |
0.247 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.810 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.700 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.041 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.74% |
| Volatility 6M: |
|
153.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
