UBS Call 57 WMT 21.06.2024
/ CH1329475631
UBS Call 57 WMT 21.06.2024/ CH1329475631 /
| 2024-06-14 7:32:58 PM |
Chg.+0.050 |
Bid9:56:51 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
+5.62% |
-
Bid Size: - |
-
Ask Size: - |
WALMART DL-,10 |
57.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UM2W8T |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
WALMART DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
57.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
2.03 |
| Historic volatility: |
0.15 |
| Parity: |
0.56 |
| Time value: |
0.38 |
| Break-even: |
66.40 |
| Moneyness: |
1.10 |
| Premium: |
0.06 |
| Premium p.a.: |
34.79 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.69 |
| Theta: |
-0.48 |
| Omega: |
4.59 |
| Rho: |
0.01 |
Quote data
| Open: |
0.840 |
| High: |
0.950 |
| Low: |
0.840 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.25% |
| 1 Month |
|
|
+184.85% |
| 3 Months |
|
|
+91.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.860 |
| 1M High / 1M Low: |
0.960 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.900 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.774 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
400.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
