UBS Call 41.6666 WMT 21.06.2024
/ CH1209951842
UBS Call 41.6666 WMT 21.06.2024/ CH1209951842 /
2024-05-17 7:38:10 PM |
Chg.+1.280 |
Bid9:56:58 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
6.450EUR |
+24.76% |
- Bid Size: - |
- Ask Size: - |
Walmart Inc |
41.6666 USD |
2024-06-21 |
Call |
Master data
WKN: |
UK6LMW |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Walmart Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
41.67 USD |
Maturity: |
2024-06-21 |
Issue date: |
2022-08-15 |
Last trading day: |
2024-06-20 |
Ratio: |
3.33:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.38 |
Intrinsic value: |
6.34 |
Implied volatility: |
0.58 |
Historic volatility: |
0.15 |
Parity: |
6.34 |
Time value: |
0.05 |
Break-even: |
59.64 |
Moneyness: |
1.55 |
Premium: |
0.00 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
1.00 |
Theta: |
-0.01 |
Omega: |
2.78 |
Rho: |
0.04 |
Quote data
Open: |
6.200 |
High: |
6.450 |
Low: |
6.190 |
Previous Close: |
5.170 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+22.39% |
1 Month |
|
|
+27.72% |
3 Months |
|
|
+43.65% |
YTD |
|
|
+99.07% |
1 Year |
|
|
+95.45% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.450 |
5.010 |
1M High / 1M Low: |
6.450 |
4.840 |
6M High / 6M Low: |
6.450 |
2.700 |
High (YTD): |
2024-05-17 |
6.450 |
Low (YTD): |
2024-01-05 |
3.110 |
52W High: |
2024-05-17 |
6.450 |
52W Low: |
2023-12-11 |
2.700 |
Avg. price 1W: |
|
5.396 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.207 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.325 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.992 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
99.08% |
Volatility 6M: |
|
59.76% |
Volatility 1Y: |
|
58.90% |
Volatility 3Y: |
|
- |