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: |
|
- |
