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UBS Call 45 WMT 20.12.2024/  CH1255649902  /

Frankfurt Zert./UBS
2024-05-22  2:52:14 PM Chg.-0.060 Bid3:25:27 PM Ask- Underlying Strike price Expiration date Option type
5.770EUR -1.03% 5.820
Bid Size: 7,500		 -
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: 3.06
Leverage: Yes

Calculated values

Fair value: 5.84
Intrinsic value: 5.57
Implied volatility: 0.28
Historic volatility: 0.15
Parity: 5.57
Time value: 0.31
Break-even: 61.06
Moneyness: 1.45
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.98
Theta: -0.01
Omega: 2.99
Rho: 0.23
 

Quote data

Open: 5.860
High: 5.940
Low: 5.770
Previous Close: 5.830
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+29.37%
1 Month  
+21.99%
3 Months  
+36.08%
YTD  
+103.17%
1 Year  
+112.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.830 4.460
1M High / 1M Low: 5.830 4.330
6M High / 6M Low: 5.830 2.360
High (YTD): 2024-05-21 5.830
Low (YTD): 2024-01-05 2.740
52W High: 2024-05-21 5.830
52W Low: 2023-12-11 2.360
Avg. price 1W:   5.266
Avg. volume 1W:   0.000
Avg. price 1M:   4.767
Avg. volume 1M:   0.000
Avg. price 6M:   3.900
Avg. volume 6M:   0.000
Avg. price 1Y:   3.593
Avg. volume 1Y:   0.000
Volatility 1M:   107.26%
Volatility 6M:   68.13%
Volatility 1Y:   64.12%
Volatility 3Y:   -