UBS Call 68 WMT 17.01.2025
/ DE000UM5WRZ3
UBS Call 68 WMT 17.01.2025/ DE000UM5WRZ3 /
| 2024-11-07 9:56:45 PM |
Chg.+0.030 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.540EUR |
+1.99% |
-
Bid Size: - |
-
Ask Size: - |
WALMART DL-,10 |
68.00 - |
2025-01-17 |
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: |
2025-01-17 |
| Issue date: |
2024-06-03 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.17 |
| Parity: |
0.98 |
| Time value: |
0.53 |
| Break-even: |
83.10 |
| Moneyness: |
1.14 |
| Premium: |
0.07 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.73 |
| Theta: |
-0.06 |
| Omega: |
3.74 |
| Rho: |
0.08 |
Quote data
| Open: |
1.500 |
| High: |
1.580 |
| Low: |
1.460 |
| Previous Close: |
1.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.00% |
| 1 Month |
|
|
+32.76% |
| 3 Months |
|
|
+316.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.510 |
1.400 |
| 1M High / 1M Low: |
1.510 |
1.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.446 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.350 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
