UBS Call 67 WMT 20.12.2024/  DE000UM3P9G5  /

Frankfurt Zert./UBS
2024-06-14  7:28:02 PM Chg.+0.030 Bid9:45:08 PM Ask9:45:08 PM Underlying Strike price Expiration date Option type
0.420EUR +7.69% -
Bid Size: -
-
Ask Size: -
WALMART DL-,10 67.00 - 2024-12-20 Call
 

Master data

WKN: UM3P9G
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: WALMART DL-,10
Type: Warrant
Option type: Call
Strike price: 67.00 -
Maturity: 2024-12-20
Issue date: 2024-03-26
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.23
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.15
Parity: -0.44
Time value: 0.44
Break-even: 71.40
Moneyness: 0.93
Premium: 0.14
Premium p.a.: 0.29
Spread abs.: 0.02
Spread %: 4.76%
Delta: 0.46
Theta: -0.02
Omega: 6.54
Rho: 0.13
 

Quote data

Open: 0.330
High: 0.420
Low: 0.330
Previous Close: 0.390
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month  
+202.16%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.380
1M High / 1M Low: 0.420 0.139
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.400
Avg. volume 1W:   0.000
Avg. price 1M:   0.340
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   350.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -