UBS Call 61 WMT 20.12.2024
/ CH1329475789
UBS Call 61 WMT 20.12.2024/ CH1329475789 /
| 2024-06-19 11:09:21 AM |
Chg.0.000 |
Bid11:09:43 AM |
Ask11:09:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
0.00% |
0.860
Bid Size: 20,000 |
0.910
Ask Size: 20,000 |
WALMART DL-,10 |
61.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UM242Q |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
WALMART DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
61.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.15 |
| Parity: |
0.19 |
| Time value: |
0.67 |
| Break-even: |
69.60 |
| Moneyness: |
1.03 |
| Premium: |
0.11 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
2.38% |
| Delta: |
0.62 |
| Theta: |
-0.02 |
| Omega: |
4.57 |
| Rho: |
0.15 |
Quote data
| Open: |
0.850 |
| High: |
0.860 |
| Low: |
0.850 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.22% |
| 1 Month |
|
|
+34.38% |
| 3 Months |
|
|
+82.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.740 |
| 1M High / 1M Low: |
0.860 |
0.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.802 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.722 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
