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UBS Call 45 WMT 20.12.2024/  CH1255649902  /

Frankfurt Zert./UBS
2024-05-29  1:03:46 PM Chg.-0.110 Bid1:03:51 PM Ask- Underlying Strike price Expiration date Option type
5.790EUR -1.86% 5.800
Bid Size: 5,000		 -
Ask Size: -		 Walmart Inc 45.00 USD 2024-12-20 Call
 

Master data

WKN: UL3AJA
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Walmart Inc
Type: Warrant
Option type: Call
Strike price: 45.00 USD
Maturity: 2024-12-20
Issue date: 2023-03-13
Last trading day: 2024-12-19
Ratio: 3.33:1
Exercise type: American
Quanto: No
Gearing: 3.05
Leverage: Yes

Calculated values

Fair value: 5.80
Intrinsic value: 5.54
Implied volatility: 0.34
Historic volatility: 0.15
Parity: 5.54
Time value: 0.36
Break-even: 61.14
Moneyness: 1.45
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.03
Spread %: 0.51%
Delta: 0.95
Theta: -0.01
Omega: 2.90
Rho: 0.21
 

Quote data

Open: 5.770
High: 5.820
Low: 5.770
Previous Close: 5.900
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.50%
1 Month  
+23.98%
3 Months  
+32.19%
YTD  
+103.87%
1 Year  
+118.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.080 5.870
1M High / 1M Low: 6.080 4.420
6M High / 6M Low: 6.080 2.360
High (YTD): 2024-05-27 6.080
Low (YTD): 2024-01-05 2.740
52W High: 2024-05-27 6.080
52W Low: 2023-12-11 2.360
Avg. price 1W:   5.960
Avg. volume 1W:   0.000
Avg. price 1M:   5.084
Avg. volume 1M:   0.000
Avg. price 6M:   4.029
Avg. volume 6M:   0.000
Avg. price 1Y:   3.657
Avg. volume 1Y:   0.000
Volatility 1M:   101.20%
Volatility 6M:   67.28%
Volatility 1Y:   64.20%
Volatility 3Y:   -