UBS Call 67 WMT 20.12.2024
/ DE000UM3P9G5
UBS Call 67 WMT 20.12.2024/ DE000UM3P9G5 /
| 11/7/2024 9:54:50 PM |
Chg.+0.030 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.610EUR |
+1.90% |
-
Bid Size: - |
-
Ask Size: - |
WALMART DL-,10 |
67.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
UM3P9G |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
WALMART DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
67.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
3/26/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.17 |
| Parity: |
1.08 |
| Time value: |
0.40 |
| Break-even: |
81.80 |
| Moneyness: |
1.16 |
| Premium: |
0.05 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
-0.10 |
| Spread %: |
-6.33% |
| Delta: |
0.75 |
| Theta: |
-0.09 |
| Omega: |
3.95 |
| Rho: |
0.05 |
Quote data
| Open: |
1.570 |
| High: |
1.640 |
| Low: |
1.510 |
| Previous Close: |
1.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.03% |
| 1 Month |
|
|
+31.97% |
| 3 Months |
|
|
+312.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.580 |
1.450 |
| 1M High / 1M Low: |
1.580 |
1.220 |
| 6M High / 6M Low: |
1.580 |
0.143 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.504 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.408 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.791 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.49% |
| Volatility 6M: |
|
191.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
