UBS Call 65 WMT 20.09.2024/  CH1329475748  /

Frankfurt Zert./UBS
2024-06-14  7:34:55 PM Chg.+0.060 Bid9:09:32 PM Ask9:09:32 PM Underlying Strike price Expiration date Option type
0.380EUR +18.75% -
Bid Size: -
-
Ask Size: -
WALMART DL-,10 65.00 - 2024-09-20 Call
 

Master data

WKN: UM2698
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: WALMART DL-,10
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 2024-09-20
Issue date: 2024-03-01
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.65
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.15
Parity: -0.24
Time value: 0.40
Break-even: 69.00
Moneyness: 0.96
Premium: 0.10
Premium p.a.: 0.44
Spread abs.: 0.02
Spread %: 5.26%
Delta: 0.48
Theta: -0.03
Omega: 7.51
Rho: 0.07
 

Quote data

Open: 0.290
High: 0.390
Low: 0.290
Previous Close: 0.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+18.75%
1 Month  
+268.93%
3 Months  
+96.89%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.320
1M High / 1M Low: 0.420 0.103
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.356
Avg. volume 1W:   0.000
Avg. price 1M:   0.304
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   447.35%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -