OverviewChartNewsTraderScreen

UBS Call 46.6666 WMT 20.12.2024/  CH1251051848  /

Frankfurt Zert./UBS
2024-05-15  7:26:39 PM Chg.+0.020 Bid8:40:53 PM Ask- Underlying Strike price Expiration date Option type
4.030EUR +0.50% 4.030
Bid Size: 50,000		 -
Ask Size: -		 Walmart Inc 46.6666 USD 2024-12-20 Call
 

Master data

WKN: UL1TUW
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Walmart Inc
Type: Warrant
Option type: Call
Strike price: 46.67 USD
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 3.33:1
Exercise type: American
Quanto: No
Gearing: 4.04
Leverage: Yes

Calculated values

Fair value: 3.96
Intrinsic value: 3.66
Implied volatility: 0.28
Historic volatility: 0.14
Parity: 3.66
Time value: 0.45
Break-even: 56.85
Moneyness: 1.28
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.91
Theta: -0.01
Omega: 3.69
Rho: 0.22
 

Quote data

Open: 4.090
High: 4.120
Low: 4.020
Previous Close: 4.010
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.84%
1 Month
  -7.14%
3 Months  
+18.53%
YTD  
+62.50%
1 Year  
+44.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.310 4.010
1M High / 1M Low: 4.350 3.920
6M High / 6M Low: 4.730 2.030
High (YTD): 2024-02-27 4.730
Low (YTD): 2024-01-05 2.390
52W High: 2024-02-27 4.730
52W Low: 2023-12-11 2.030
Avg. price 1W:   4.232
Avg. volume 1W:   0.000
Avg. price 1M:   4.193
Avg. volume 1M:   0.000
Avg. price 6M:   3.423
Avg. volume 6M:   0.000
Avg. price 1Y:   3.180
Avg. volume 1Y:   0.000
Volatility 1M:   60.03%
Volatility 6M:   75.35%
Volatility 1Y:   64.99%
Volatility 3Y:   -