UBS Call 57 WMT 21.06.2024
/ CH1329475631
UBS Call 57 WMT 21.06.2024/ CH1329475631 /
| 17/05/2024 12:57:30 |
Chg.+0.310 |
Bid22:00:14 |
Ask22:00:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
+86.11% |
-
Bid Size: - |
-
Ask Size: - |
WALMART DL-,10 |
57.00 - |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
01/03/2024 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.15 |
| Parity: |
0.19 |
| Time value: |
0.19 |
| Break-even: |
60.80 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
-0.31 |
| Spread %: |
-44.93% |
| Delta: |
0.65 |
| Theta: |
-0.04 |
| Omega: |
10.04 |
| Rho: |
0.03 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+63.41% |
| 1 Month |
|
|
+76.32% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.330 |
| 1M High / 1M Low: |
0.410 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.376 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.360 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
