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: |
|
- |
