UBS Call 53.3333 WMT 17.01.2025/  CH1304630739  /

Frankfurt Zert./UBS
6/14/2024  7:36:49 PM Chg.+0.150 Bid9:56:35 PM Ask- Underlying Strike price Expiration date Option type
4.290EUR +3.62% -
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: 4.38
Leverage: Yes

Calculated values

Fair value: 4.16
Intrinsic value: 3.84
Implied volatility: 0.25
Historic volatility: 0.15
Parity: 3.84
Time value: 0.45
Break-even: 64.12
Moneyness: 1.26
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.92
Theta: -0.01
Omega: 4.03
Rho: 0.26
 

Quote data

Open: 3.970
High: 4.300
Low: 3.970
Previous Close: 4.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.06%
1 Month  
+72.29%
3 Months  
+43.00%
YTD  
+217.78%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.290 4.060
1M High / 1M Low: 4.340 2.470
6M High / 6M Low: 4.340 1.080
High (YTD): 6/6/2024 4.340
Low (YTD): 1/5/2024 1.250
52W High: - -
52W Low: - -
Avg. price 1W:   4.178
Avg. volume 1W:   0.000
Avg. price 1M:   3.821
Avg. volume 1M:   0.000
Avg. price 6M:   2.546
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   186.82%
Volatility 6M:   130.16%
Volatility 1Y:   -
Volatility 3Y:   -