UBS Knock-Out WMT/ DE000UM2T9J6 /
| 09/07/2024 21:51:01 | Chg.+0.07 | Bid21:55:15 | Ask21:55:15 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.93EUR | +1.81% | 3.93 Bid Size: 10,000 |
- Ask Size: - |
Walmart Inc | 56.2008 USD | 31/12/2078 | Call |
Master data
| Issuer: | UBS AG, LONDON BRANCH |
|---|---|
| WKN: | UM2T9J |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Knock-out |
| Option type: | Call |
| Strike price: | 56.2008 USD |
| Maturity: | Endless |
| Issue date: | 08/02/2024 |
| Last trading day: | 31/12/2078 |
| Ratio: | 3.33:1 |
| Exercise type: | Bermuda |
| Quanto: | No |
| Gearing: | 5.03 |
| Knock-out: | 56.2008 |
| Knock-out violated on: | - |
| Distance to knock-out: | 12.4638 |
| Distance to knock-out %: | 19.37% |
| Distance to strike price: | 12.4638 |
| Distance to strike price %: | 19.37% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.01 |
| Premium p.a.: | 0.00 |
| Spread abs.: | -0.04 |
| Spread %: | -1.03% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 3.86 |
|---|---|
| High: | 4.02 |
| Low: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +14.24% | ||
|---|---|---|---|
| 1 Month | +33.22% | ||
| 3 Months | +197.73% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.94 | 3.44 |
|---|---|---|
| 1M High / 1M Low: | 3.94 | 3.07 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.64 | |
| Avg. volume 1W: | 0.00 | |
| Avg. price 1M: | 3.44 | |
| Avg. volume 1M: | 0.00 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 80.48% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
