UBS Call 65 WMT 20.09.2024
/ CH1329475748
UBS Call 65 WMT 20.09.2024/ CH1329475748 /
| 6/13/2024 9:00:27 AM |
Chg.-0.080 |
Bid9:00:27 AM |
Ask9:00:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-22.86% |
0.270
Bid Size: 4,000 |
0.440
Ask Size: 4,000 |
WALMART DL-,10 |
65.00 - |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
3/1/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.15 |
| Parity: |
-0.29 |
| Time value: |
0.39 |
| Break-even: |
68.90 |
| Moneyness: |
0.96 |
| Premium: |
0.11 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.02 |
| Spread %: |
5.41% |
| Delta: |
0.47 |
| Theta: |
-0.03 |
| Omega: |
7.45 |
| Rho: |
0.07 |
Quote data
| Open: |
0.260 |
| High: |
0.270 |
| Low: |
0.260 |
| Previous Close: |
0.350 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.77% |
| 1 Month |
|
|
+107.69% |
| 3 Months |
|
|
+37.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.320 |
| 1M High / 1M Low: |
0.400 |
0.104 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.288 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
529.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
