UBS Call 60 WMT 20.09.2024
/ CH1329475714
UBS Call 60 WMT 20.09.2024/ CH1329475714 /
| 2024-06-13 1:19:59 PM |
Chg.-0.070 |
Bid1:19:59 PM |
Ask1:19:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
-9.86% |
0.640
Bid Size: 2,500 |
0.760
Ask Size: 2,500 |
WALMART DL-,10 |
60.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UM3C95 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
WALMART DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.15 |
| Parity: |
0.13 |
| Time value: |
0.59 |
| Break-even: |
67.20 |
| Moneyness: |
1.02 |
| Premium: |
0.10 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.01 |
| Spread %: |
1.41% |
| Delta: |
0.60 |
| Theta: |
-0.03 |
| Omega: |
5.10 |
| Rho: |
0.08 |
Quote data
| Open: |
0.620 |
| High: |
0.660 |
| Low: |
0.620 |
| Previous Close: |
0.710 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.79% |
| 1 Month |
|
|
+93.94% |
| 3 Months |
|
|
+52.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.670 |
| 1M High / 1M Low: |
0.770 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.726 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.607 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
354.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
