UBS Call 53.3333 WMT 17.01.2025
/ CH1304630739
UBS Call 53.3333 WMT 17.01.2025/ CH1304630739 /
| 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: |
|
- |
