UBS Call 67 WMT 20.06.2025
/ DE000UM3VKY8
UBS Call 67 WMT 20.06.2025/ DE000UM3VKY8 /
| 2024-11-07 8:25:33 AM |
Chg.-0.09 |
Bid9:38:15 PM |
Ask9:38:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.75EUR |
-4.89% |
1.82
Bid Size: 25,000 |
1.83
Ask Size: 25,000 |
WALMART DL-,10 |
67.00 - |
2025-06-20 |
Call |
Master data
| WKN: |
UM3VKY |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
WALMART DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
67.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-03-26 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.25 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.17 |
| Parity: |
1.08 |
| Time value: |
0.71 |
| Break-even: |
84.90 |
| Moneyness: |
1.16 |
| Premium: |
0.09 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
1.13% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
3.20 |
| Rho: |
0.24 |
Quote data
| Open: |
1.75 |
| High: |
1.75 |
| Low: |
1.75 |
| Previous Close: |
1.84 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.18% |
| 1 Month |
|
|
+12.90% |
| 3 Months |
|
|
+169.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.84 |
1.56 |
| 1M High / 1M Low: |
1.84 |
1.40 |
| 6M High / 6M Low: |
1.84 |
0.29 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.93% |
| Volatility 6M: |
|
135.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
