UBS Call 75 WMT 17.01.2025
/ DE000UM7FCY9
UBS Call 75 WMT 17.01.2025/ DE000UM7FCY9 /
| 11/8/2024 10:29:19 AM |
Chg.+0.030 |
Bid10:00:24 PM |
Ask10:00:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+3.26% |
-
Bid Size: - |
-
Ask Size: - |
WALMART DL-,10 |
75.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
UM7FCY |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
WALMART DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
6/18/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.17 |
| Parity: |
0.41 |
| Time value: |
0.63 |
| Break-even: |
85.40 |
| Moneyness: |
1.06 |
| Premium: |
0.08 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.02 |
| Spread %: |
1.96% |
| Delta: |
0.64 |
| Theta: |
-0.06 |
| Omega: |
4.88 |
| Rho: |
0.08 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.950 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.75% |
| 1 Month |
|
|
+48.44% |
| 3 Months |
|
|
+614.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.840 |
| 1M High / 1M Low: |
1.020 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.918 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.798 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
