UBS Call 67 WMT 17.01.2025
/ DE000UM3TES7
UBS Call 67 WMT 17.01.2025/ DE000UM3TES7 /
| 2024-11-07 7:39:21 PM |
Chg.-0.070 |
Bid9:55:43 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.630EUR |
-4.12% |
-
Bid Size: - |
-
Ask Size: - |
WALMART DL-,10 |
67.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
UM3TES |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
WALMART DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
67.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-03-26 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.17 |
| Parity: |
1.08 |
| Time value: |
0.62 |
| Break-even: |
84.00 |
| Moneyness: |
1.16 |
| Premium: |
0.08 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.03 |
| Spread %: |
1.80% |
| Delta: |
0.73 |
| Theta: |
-0.07 |
| Omega: |
3.33 |
| Rho: |
0.08 |
Quote data
| Open: |
1.580 |
| High: |
1.650 |
| Low: |
1.570 |
| Previous Close: |
1.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.40% |
| 1 Month |
|
|
+31.45% |
| 3 Months |
|
|
+254.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.700 |
1.490 |
| 1M High / 1M Low: |
1.700 |
1.240 |
| 6M High / 6M Low: |
1.700 |
0.133 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.586 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.453 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.823 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.59% |
| Volatility 6M: |
|
200.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
