UBS Call 56.6666 WMT 21.06.2024
/ CH1215591392
UBS Call 56.6666 WMT 21.06.2024/ CH1215591392 /
| 07/06/2024 09:27:51 |
Chg.+0.04 |
Bid22:00:14 |
Ask22:00:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.92EUR |
+1.39% |
-
Bid Size: - |
-
Ask Size: - |
Walmart Inc |
56.6666 USD |
21/06/2024 |
Call |
Master data
| WKN: |
UK8UNS |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.67 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
28/10/2022 |
| Last trading day: |
20/06/2024 |
| Ratio: |
3.33:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.58 |
| Intrinsic value: |
2.56 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.15 |
| Parity: |
2.56 |
| Time value: |
0.03 |
| Break-even: |
61.09 |
| Moneyness: |
1.16 |
| Premium: |
0.00 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.98 |
| Theta: |
-0.01 |
| Omega: |
6.92 |
| Rho: |
0.02 |
Quote data
| Open: |
2.92 |
| High: |
2.92 |
| Low: |
2.92 |
| Previous Close: |
2.88 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.42% |
| 1 Month |
|
|
+121.21% |
| 3 Months |
|
|
+104.20% |
| YTD |
|
|
+648.72% |
| 1 Year |
|
|
+311.27% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.92 |
2.50 |
| 1M High / 1M Low: |
2.92 |
1.10 |
| 6M High / 6M Low: |
2.92 |
0.25 |
| High (YTD): |
07/06/2024 |
2.92 |
| Low (YTD): |
05/01/2024 |
0.33 |
| 52W High: |
07/06/2024 |
2.92 |
| 52W Low: |
12/12/2023 |
0.25 |
| Avg. price 1W: |
|
2.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.95 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
289.71% |
| Volatility 6M: |
|
231.90% |
| Volatility 1Y: |
|
196.20% |
| Volatility 3Y: |
|
- |
