UBS Call 78 WMT 21.03.2025
/ DE000UM7TRY8
UBS Call 78 WMT 21.03.2025/ DE000UM7TRY8 /
| 2024-11-07 9:56:45 PM |
Chg.+0.020 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
+2.38% |
-
Bid Size: - |
-
Ask Size: - |
Walmart Inc |
78.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
UM7TRY |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
78.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-06-26 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.17 |
| Parity: |
0.51 |
| Time value: |
0.35 |
| Break-even: |
81.28 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
2.38% |
| Delta: |
0.71 |
| Theta: |
-0.02 |
| Omega: |
6.39 |
| Rho: |
0.17 |
Quote data
| Open: |
0.830 |
| High: |
0.890 |
| Low: |
0.790 |
| Previous Close: |
0.840 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.69% |
| 1 Month |
|
|
+45.76% |
| 3 Months |
|
|
+577.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.770 |
| 1M High / 1M Low: |
0.850 |
0.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.804 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.726 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
