UBS Call 70 WMT 16.01.2026
/ DE000UM57RN5
UBS Call 70 WMT 16.01.2026/ DE000UM57RN5 /
2024-08-30 9:36:08 AM |
Chg.-0.020 |
Bid9:36:08 AM |
Ask9:36:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.180EUR |
-1.67% |
1.180 Bid Size: 20,000 |
1.240 Ask Size: 20,000 |
Walmart Inc |
70.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
UM57RN |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Walmart Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-05-28 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.05 |
Intrinsic value: |
0.58 |
Implied volatility: |
0.22 |
Historic volatility: |
0.16 |
Parity: |
0.58 |
Time value: |
0.63 |
Break-even: |
75.28 |
Moneyness: |
1.09 |
Premium: |
0.09 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
0.83% |
Delta: |
0.74 |
Theta: |
-0.01 |
Omega: |
4.23 |
Rho: |
0.54 |
Quote data
Open: |
1.190 |
High: |
1.190 |
Low: |
1.180 |
Previous Close: |
1.200 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.61% |
1 Month |
|
|
+49.37% |
3 Months |
|
|
+107.02% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.200 |
1.150 |
1M High / 1M Low: |
1.200 |
0.640 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.170 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.905 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
131.10% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |