UBS Call 53.3333 WMT 17.01.2025
/ CH1304630739
UBS Call 53.3333 WMT 17.01.2025/ CH1304630739 /
| 6/4/2024 7:30:37 PM |
Chg.+0.310 |
Bid9:56:00 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.160EUR |
+8.05% |
-
Bid Size: - |
-
Ask Size: - |
Walmart Inc |
53.3333 USD |
1/17/2025 |
Call |
Master data
| WKN: |
UL91S1 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
53.33 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
11/8/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
3.33:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.79 |
| Intrinsic value: |
3.43 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.15 |
| Parity: |
3.43 |
| Time value: |
0.52 |
| Break-even: |
62.06 |
| Moneyness: |
1.23 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
4.13 |
| Rho: |
0.26 |
Quote data
| Open: |
3.900 |
| High: |
4.160 |
| Low: |
3.900 |
| Previous Close: |
3.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.90% |
| 1 Month |
|
|
+61.87% |
| 3 Months |
|
|
+64.43% |
| YTD |
|
|
+208.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.850 |
3.610 |
| 1M High / 1M Low: |
3.950 |
2.470 |
| 6M High / 6M Low: |
3.950 |
1.020 |
| High (YTD): |
5/27/2024 |
3.950 |
| Low (YTD): |
1/5/2024 |
1.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.766 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.287 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.324 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.62% |
| Volatility 6M: |
|
130.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
