UBS Call 60 WMT 20.06.2025
/ CH1329469113
UBS Call 60 WMT 20.06.2025/ CH1329469113 /
| 2024-06-19 12:00:18 PM |
Chg.-0.010 |
Bid12:08:26 PM |
Ask12:08:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.110EUR |
-0.89% |
1.110
Bid Size: 20,000 |
1.170
Ask Size: 20,000 |
WALMART DL-,10 |
60.00 - |
2025-06-20 |
Call |
Master data
| WKN: |
UM3KL7 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
WALMART DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.15 |
| Parity: |
0.29 |
| Time value: |
0.83 |
| Break-even: |
71.20 |
| Moneyness: |
1.05 |
| Premium: |
0.13 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
1.82% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
3.71 |
| Rho: |
0.30 |
Quote data
| Open: |
1.110 |
| High: |
1.110 |
| Low: |
1.110 |
| Previous Close: |
1.120 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.43% |
| 1 Month |
|
|
+26.14% |
| 3 Months |
|
|
+65.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
0.970 |
| 1M High / 1M Low: |
1.120 |
0.830 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.034 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.962 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
