UBS Call 67 WMT 20.09.2024
/ DE000UM3MRA2
UBS Call 67 WMT 20.09.2024/ DE000UM3MRA2 /
| 6/13/2024 2:48:02 PM |
Chg.-0.051 |
Bid3:10:03 PM |
Ask3:10:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.179EUR |
-22.17% |
0.178
Bid Size: 2,500 |
0.290
Ask Size: 2,500 |
WALMART DL-,10 |
67.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
UM3MRA |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
WALMART DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
67.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
3/26/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.15 |
| Parity: |
-0.57 |
| Time value: |
0.26 |
| Break-even: |
69.60 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.02 |
| Spread %: |
9.24% |
| Delta: |
0.37 |
| Theta: |
-0.02 |
| Omega: |
8.71 |
| Rho: |
0.05 |
Quote data
| Open: |
0.166 |
| High: |
0.189 |
| Low: |
0.166 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.33% |
| 1 Month |
|
|
+105.75% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.211 |
| 1M High / 1M Low: |
0.300 |
0.065 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.252 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.193 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
507.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
