UBS Call 46.6666 WMT 20.12.2024
/ CH1251051848
UBS Call 46.6666 WMT 20.12.2024/ CH1251051848 /
| 18/06/2024 08:18:11 |
Chg.+0.12 |
Bid22:00:13 |
Ask22:00:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.10EUR |
+2.01% |
-
Bid Size: - |
-
Ask Size: - |
Walmart Inc |
46.6666 USD |
20/12/2024 |
Call |
Master data
| WKN: |
UL1TUW |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.67 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
21/02/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
3.33:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.03 |
| Intrinsic value: |
5.80 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.15 |
| Parity: |
5.80 |
| Time value: |
0.31 |
| Break-even: |
63.82 |
| Moneyness: |
1.44 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.16% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
2.96 |
| Rho: |
0.20 |
Quote data
| Open: |
6.10 |
| High: |
6.10 |
| Low: |
6.10 |
| Previous Close: |
5.98 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.01% |
| 1 Month |
|
|
+18.45% |
| 3 Months |
|
|
+37.70% |
| YTD |
|
|
+145.97% |
| 1 Year |
|
|
+111.07% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.98 |
5.66 |
| 1M High / 1M Low: |
5.98 |
5.24 |
| 6M High / 6M Low: |
5.98 |
2.27 |
| High (YTD): |
17/06/2024 |
5.98 |
| Low (YTD): |
05/01/2024 |
2.36 |
| 52W High: |
17/06/2024 |
5.98 |
| 52W Low: |
11/12/2023 |
2.04 |
| Avg. price 1W: |
|
5.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.46 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
43.70% |
| Volatility 6M: |
|
69.97% |
| Volatility 1Y: |
|
71.42% |
| Volatility 3Y: |
|
- |
