UBS Call 61 WMT 19.12.2025
/ CH1329469188
UBS Call 61 WMT 19.12.2025/ CH1329469188 /
| 2024-09-20 7:31:13 PM |
Chg.+0.040 |
Bid9:53:30 PM |
Ask9:53:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.940EUR |
+2.11% |
-
Bid Size: - |
-
Ask Size: - |
WALMART DL-,10 |
61.00 - |
2025-12-19 |
Call |
Master data
| WKN: |
UM3KL6 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
WALMART DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
61.00 - |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.25 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.16 |
| Parity: |
0.89 |
| Time value: |
1.01 |
| Break-even: |
80.00 |
| Moneyness: |
1.15 |
| Premium: |
0.14 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
1.06% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
2.68 |
| Rho: |
0.40 |
Quote data
| Open: |
1.850 |
| High: |
1.940 |
| Low: |
1.850 |
| Previous Close: |
1.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.62% |
| 1 Month |
|
|
+19.02% |
| 3 Months |
|
|
+59.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.100 |
1.900 |
| 1M High / 1M Low: |
2.100 |
1.630 |
| 6M High / 6M Low: |
2.100 |
0.660 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.996 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.839 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.178 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.27% |
| Volatility 6M: |
|
104.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
