UBS Call 70 WMT 20.12.2024
/ DE000UM6MLE0
UBS Call 70 WMT 20.12.2024/ DE000UM6MLE0 /
| 07/11/2024 18:12:59 |
Chg.+0.040 |
Bid18:12:59 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.350EUR |
+3.05% |
1.350
Bid Size: 25,000 |
-
Ask Size: - |
Walmart Inc |
70.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
UM6MLE |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
28/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.17 |
| Parity: |
1.25 |
| Time value: |
0.06 |
| Break-even: |
78.33 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.93 |
| Theta: |
-0.02 |
| Omega: |
5.51 |
| Rho: |
0.07 |
Quote data
| Open: |
1.300 |
| High: |
1.370 |
| Low: |
1.240 |
| Previous Close: |
1.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.45% |
| 1 Month |
|
|
+39.18% |
| 3 Months |
|
|
+419.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.310 |
1.190 |
| 1M High / 1M Low: |
1.310 |
0.970 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.240 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.149 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
