UBS Call 53.3333 WMT 17.01.2025
/ CH1304630739
UBS Call 53.3333 WMT 17.01.2025/ CH1304630739 /
| 2024-05-22 5:26:15 PM |
Chg.+0.150 |
Bid5:44:30 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.900EUR |
+4.00% |
3.870
Bid Size: 20,000 |
-
Ask Size: - |
Walmart Inc |
53.3333 USD |
2025-01-17 |
Call |
Master data
| WKN: |
UL91S1 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
53.33 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-11-08 |
| Last trading day: |
2025-01-16 |
| Ratio: |
3.33:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.66 |
| Intrinsic value: |
3.27 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
3.27 |
| Time value: |
0.48 |
| Break-even: |
61.64 |
| Moneyness: |
1.22 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
-0.04 |
| Spread %: |
-1.06% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
4.42 |
| Rho: |
0.28 |
Quote data
| Open: |
3.770 |
| High: |
3.900 |
| Low: |
3.690 |
| Previous Close: |
3.750 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+56.63% |
| 1 Month |
|
|
+40.79% |
| 3 Months |
|
|
+65.96% |
| YTD |
|
|
+188.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.760 |
2.470 |
| 1M High / 1M Low: |
3.760 |
2.430 |
| 6M High / 6M Low: |
3.760 |
1.020 |
| High (YTD): |
2024-05-17 |
3.760 |
| Low (YTD): |
2024-01-05 |
1.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.202 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.786 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.148 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.91% |
| Volatility 6M: |
|
132.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
