UBS Call 45 WMT 20.12.2024
/ CH1255649902
UBS Call 45 WMT 20.12.2024/ CH1255649902 /
| 2024-05-15 7:41:25 PM |
Chg.+0.040 |
Bid9:56:59 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.460EUR |
+0.90% |
-
Bid Size: - |
-
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: |
3.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.41 |
| Intrinsic value: |
4.12 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.14 |
| Parity: |
4.12 |
| Time value: |
0.62 |
| Break-even: |
57.41 |
| Moneyness: |
1.33 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.21 |
| Spread %: |
4.64% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
3.09 |
| Rho: |
0.20 |
Quote data
| Open: |
4.510 |
| High: |
4.550 |
| Low: |
4.430 |
| Previous Close: |
4.420 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.31% |
| 1 Month |
|
|
-6.30% |
| 3 Months |
|
|
+17.37% |
| YTD |
|
|
+57.04% |
| 1 Year |
|
|
+49.66% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.740 |
4.420 |
| 1M High / 1M Low: |
4.770 |
4.330 |
| 6M High / 6M Low: |
5.070 |
2.360 |
| High (YTD): |
2024-02-27 |
5.070 |
| Low (YTD): |
2024-01-05 |
2.740 |
| 52W High: |
2024-02-27 |
5.070 |
| 52W Low: |
2023-12-11 |
2.360 |
| Avg. price 1W: |
|
4.658 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.616 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.810 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.546 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
55.90% |
| Volatility 6M: |
|
68.80% |
| Volatility 1Y: |
|
59.17% |
| Volatility 3Y: |
|
- |
