UBS Call 75 WMT 17.01.2025
/ DE000UM7FCY9
UBS Call 75 WMT 17.01.2025/ DE000UM7FCY9 /
| 2024-11-12 8:10:50 AM |
Chg.-0.07 |
Bid9:10:42 PM |
Ask9:10:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.95EUR |
-6.86% |
1.07
Bid Size: 25,000 |
1.09
Ask Size: 25,000 |
WALMART DL-,10 |
75.00 - |
2025-01-17 |
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: |
2025-01-17 |
| Issue date: |
2024-06-18 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.17 |
| Parity: |
0.40 |
| Time value: |
0.59 |
| Break-even: |
84.90 |
| Moneyness: |
1.05 |
| Premium: |
0.08 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.02 |
| Spread %: |
2.06% |
| Delta: |
0.64 |
| Theta: |
-0.06 |
| Omega: |
5.10 |
| Rho: |
0.07 |
Quote data
| Open: |
0.95 |
| High: |
0.95 |
| Low: |
0.95 |
| Previous Close: |
1.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.47% |
| 1 Month |
|
|
+46.15% |
| 3 Months |
|
|
+533.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.02 |
0.86 |
| 1M High / 1M Low: |
1.02 |
0.67 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
