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UBS Call 45 WMT 20.12.2024/  CH1255649902  /

Frankfurt Zert./UBS
18/06/2024  19:34:28 Chg.+0.090 Bid20:01:09 Ask- Underlying Strike price Expiration date Option type
6.650EUR +1.37% 6.650
Bid Size: 10,000		 -
Ask Size: -		 Walmart Inc 45.00 USD 20/12/2024 Call
 

Master data

WKN: UL3AJA
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Walmart Inc
Type: Warrant
Option type: Call
Strike price: 45.00 USD
Maturity: 20/12/2024
Issue date: 13/03/2023
Last trading day: 19/12/2024
Ratio: 3.33:1
Exercise type: American
Quanto: No
Gearing: 2.87
Leverage: Yes

Calculated values

Fair value: 6.49
Intrinsic value: 6.26
Implied volatility: 0.35
Historic volatility: 0.15
Parity: 6.26
Time value: 0.30
Break-even: 63.77
Moneyness: 1.50
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.01
Omega: 2.77
Rho: 0.20
 

Quote data

Open: 6.540
High: 6.660
Low: 6.530
Previous Close: 6.560
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.22%
1 Month  
+14.26%
3 Months  
+35.71%
YTD  
+134.15%
1 Year  
+106.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.560 6.200
1M High / 1M Low: 6.560 5.620
6M High / 6M Low: 6.560 2.610
High (YTD): 17/06/2024 6.560
Low (YTD): 05/01/2024 2.740
52W High: 17/06/2024 6.560
52W Low: 11/12/2023 2.360
Avg. price 1W:   6.374
Avg. volume 1W:   0.000
Avg. price 1M:   6.102
Avg. volume 1M:   0.000
Avg. price 6M:   4.430
Avg. volume 6M:   0.000
Avg. price 1Y:   3.842
Avg. volume 1Y:   0.000
Volatility 1M:   45.96%
Volatility 6M:   66.03%
Volatility 1Y:   64.31%
Volatility 3Y:   -