UBS Call 68 WMT 17.01.2025
/ DE000UM5WRZ3
UBS Call 68 WMT 17.01.2025/ DE000UM5WRZ3 /
30/08/2024 08:59:49 |
Chg.+0.020 |
Bid19:51:49 |
Ask19:51:49 |
Underlying |
Strike price |
Expiration date |
Option type |
0.940EUR |
+2.17% |
0.990 Bid Size: 50,000 |
1.010 Ask Size: 50,000 |
WALMART DL-,10 |
68.00 - |
17/01/2025 |
Call |
Master data
WKN: |
UM5WRZ |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
WALMART DL-,10 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
68.00 - |
Maturity: |
17/01/2025 |
Issue date: |
03/06/2024 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.38 |
Intrinsic value: |
0.10 |
Implied volatility: |
0.51 |
Historic volatility: |
0.16 |
Parity: |
0.10 |
Time value: |
0.86 |
Break-even: |
77.60 |
Moneyness: |
1.01 |
Premium: |
0.13 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.01 |
Spread %: |
1.05% |
Delta: |
0.60 |
Theta: |
-0.03 |
Omega: |
4.29 |
Rho: |
0.12 |
Quote data
Open: |
0.940 |
High: |
0.940 |
Low: |
0.940 |
Previous Close: |
0.920 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.62% |
1 Month |
|
|
+88.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.920 |
0.870 |
1M High / 1M Low: |
0.920 |
0.350 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.898 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.612 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
255.97% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |