UBS Call 57 WMT/ CH1329475698 /
| 2024-09-19 10:16:15 AM | Chg.+0.020 | Bid10:19:04 AM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.050EUR | +0.99% | - Bid Size: - |
- Ask Size: - |
WALMART DL-,10 | 57.00 - | 2024-09-20 | Call |
Master data
| WKN: | UM2W95 |
|---|---|
| Issuer: | UBS AG, LONDON BRANCH |
| Currency: | EUR |
| Underlying: | WALMART DL-,10 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 57.00 - |
| Maturity: | 2024-09-20 |
| Issue date: | 2024-03-01 |
| Last trading day: | 2024-09-19 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.57 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.41 |
|---|---|
| Intrinsic value: | 1.41 |
| Implied volatility: | 8.70 |
| Historic volatility: | 0.16 |
| Parity: | 1.41 |
| Time value: | 0.58 |
| Break-even: | 76.90 |
| Moneyness: | 1.25 |
| Premium: | 0.08 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.76 |
| Theta: | -5.01 |
| Omega: | 2.72 |
| Rho: | 0.00 |
Quote data
| Open: | 2.020 |
|---|---|
| High: | 2.050 |
| Low: | 2.020 |
| Previous Close: | 2.030 |
| Turnover: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -3.30% | ||
|---|---|---|---|
| 1 Month | +28.93% | ||
| 3 Months | +91.59% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.120 | 2.030 |
|---|---|---|
| 1M High / 1M Low: | 2.120 | 1.590 |
| 6M High / 6M Low: | 2.120 | 0.430 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.066 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.843 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.039 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 45.64% | |
| Volatility 6M: | 167.47% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
