UBS Knock-Out WMT/ DE000UM5ACV0 /
| 2024-11-13 9:56:14 PM | Chg.+0.050 | Bid- | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.460EUR | +1.47% | - Bid Size: - |
- Ask Size: - |
Walmart Inc | 49.2958 USD | 2078-12-31 | Call |
Master data
| Issuer: | UBS AG, LONDON BRANCH |
|---|---|
| WKN: | UM5ACV |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Knock-out |
| Option type: | Call |
| Strike price: | 49.2958 USD |
| Maturity: | Endless |
| Issue date: | 2024-05-03 |
| Last trading day: | 2078-12-31 |
| Ratio: | 10:1 |
| Exercise type: | Bermuda |
| Quanto: | No |
| Gearing: | 2.34 |
| Knock-out: | 49.2958 |
| Knock-out violated on: | - |
| Distance to knock-out: | 33.7246 |
| Distance to knock-out %: | 42.07% |
| Distance to strike price: | 33.7246 |
| Distance to strike price %: | 42.07% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.01 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.01 |
| Spread %: | 0.29% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 3.390 |
|---|---|
| High: | 3.490 |
| Low: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.12% | ||
|---|---|---|---|
| 1 Month | +20.14% | ||
| 3 Months | +88.04% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.410 | 3.230 |
|---|---|---|
| 1M High / 1M Low: | 3.410 | 2.920 |
| 6M High / 6M Low: | 3.410 | 1.190 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.310 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 3.124 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 2.345 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 32.70% | |
| Volatility 6M: | 70.18% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
