UBS Call 61 WMT 20.09.2024
/ CH1329475722
UBS Call 61 WMT 20.09.2024/ CH1329475722 /
| 13/06/2024 11:58:26 |
Chg.-0.040 |
Bid12:04:40 |
Ask12:04:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
-6.56% |
0.570
Bid Size: 2,500 |
0.680
Ask Size: 2,500 |
WALMART DL-,10 |
61.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
UM3GEA |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
WALMART DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
61.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
01/03/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.15 |
| Parity: |
0.03 |
| Time value: |
0.62 |
| Break-even: |
67.50 |
| Moneyness: |
1.01 |
| Premium: |
0.10 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.02 |
| Spread %: |
3.17% |
| Delta: |
0.57 |
| Theta: |
-0.03 |
| Omega: |
5.41 |
| Rho: |
0.08 |
Quote data
| Open: |
0.560 |
| High: |
0.580 |
| Low: |
0.560 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.57% |
| 1 Month |
|
|
+96.55% |
| 3 Months |
|
|
+62.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.580 |
| 1M High / 1M Low: |
0.700 |
0.228 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.638 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.526 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
342.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
