UBS Call 72 WMT 20.09.2024
/ DE000UM6D3Z9
UBS Call 72 WMT 20.09.2024/ DE000UM6D3Z9 /
| 30/08/2024 15:00:47 |
Chg.-0.010 |
Bid15:00:47 |
Ask15:00:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-2.33% |
0.420
Bid Size: 20,000 |
0.470
Ask Size: 20,000 |
WALMART DL-,10 |
72.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
UM6D3Z |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
WALMART DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
03/06/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.16 |
| Parity: |
-0.30 |
| Time value: |
0.45 |
| Break-even: |
76.50 |
| Moneyness: |
0.96 |
| Premium: |
0.11 |
| Premium p.a.: |
5.06 |
| Spread abs.: |
0.02 |
| Spread %: |
4.65% |
| Delta: |
0.46 |
| Theta: |
-0.14 |
| Omega: |
7.10 |
| Rho: |
0.02 |
Quote data
| Open: |
0.420 |
| High: |
0.430 |
| Low: |
0.390 |
| Previous Close: |
0.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.53% |
| 1 Month |
|
|
+262.07% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.380 |
| 1M High / 1M Low: |
0.430 |
0.043 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.404 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.202 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
603.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
