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UBS Call 45 WMT 20.12.2024/  CH1255649902  /

Frankfurt Zert./UBS
9/20/2024  7:29:14 PM Chg.+0.180 Bid8:58:16 PM Ask- Underlying Strike price Expiration date Option type
9.320EUR +1.97% 9.310
Bid Size: 10,000		 -
Ask Size: -		 Walmart Inc 45.00 USD 12/20/2024 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: 12/20/2024
Issue date: 3/13/2023
Last trading day: 12/19/2024
Ratio: 3.33:1
Exercise type: American
Quanto: No
Gearing: 2.25
Leverage: Yes

Calculated values

Fair value: 8.98
Intrinsic value: 8.88
Implied volatility: 0.90
Historic volatility: 0.16
Parity: 8.88
Time value: 0.46
Break-even: 71.46
Moneyness: 1.73
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.93
Theta: -0.03
Omega: 2.09
Rho: 0.08
 

Quote data

Open: 8.990
High: 9.330
Low: 8.990
Previous Close: 9.140
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.90%
1 Month  
+14.08%
3 Months  
+40.15%
YTD  
+228.17%
1 Year  
+148.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.800 9.140
1M High / 1M Low: 9.800 8.170
6M High / 6M Low: 9.800 4.330
High (YTD): 9/13/2024 9.800
Low (YTD): 1/5/2024 2.740
52W High: 9/13/2024 9.800
52W Low: 12/11/2023 2.360
Avg. price 1W:   9.476
Avg. volume 1W:   0.000
Avg. price 1M:   8.924
Avg. volume 1M:   0.000
Avg. price 6M:   6.444
Avg. volume 6M:   0.000
Avg. price 1Y:   4.977
Avg. volume 1Y:   0.000
Volatility 1M:   36.32%
Volatility 6M:   63.93%
Volatility 1Y:   66.80%
Volatility 3Y:   -