UBS Call 59.9999 WMT 21.06.2024
/ CH1234564339
UBS Call 59.9999 WMT 21.06.2024/ CH1234564339 /
2024-06-07 7:32:28 PM |
Chg.-0.420 |
Bid9:56:41 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.650EUR |
-20.29% |
- Bid Size: - |
- Ask Size: - |
Walmart Inc |
59.9999 USD |
2024-06-21 |
Call |
Master data
WKN: |
UK99TA |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Walmart Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2022-11-25 |
Last trading day: |
2024-06-20 |
Ratio: |
3.33:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.66 |
Intrinsic value: |
1.63 |
Implied volatility: |
0.73 |
Historic volatility: |
0.15 |
Parity: |
1.63 |
Time value: |
0.38 |
Break-even: |
62.25 |
Moneyness: |
1.10 |
Premium: |
0.02 |
Premium p.a.: |
0.77 |
Spread abs.: |
0.35 |
Spread %: |
21.08% |
Delta: |
0.77 |
Theta: |
-0.10 |
Omega: |
7.05 |
Rho: |
0.01 |
Quote data
Open: |
1.990 |
High: |
2.090 |
Low: |
1.650 |
Previous Close: |
2.070 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+28.91% |
1 Month |
|
|
+161.90% |
3 Months |
|
|
+117.11% |
YTD |
|
|
+837.50% |
1 Year |
|
|
+292.86% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.070 |
1.510 |
1M High / 1M Low: |
2.070 |
0.430 |
6M High / 6M Low: |
2.070 |
0.114 |
High (YTD): |
2024-06-06 |
2.070 |
Low (YTD): |
2024-01-05 |
0.147 |
52W High: |
2024-06-06 |
2.070 |
52W Low: |
2023-12-12 |
0.114 |
Avg. price 1W: |
|
1.786 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.273 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.622 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.523 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
748.23% |
Volatility 6M: |
|
453.03% |
Volatility 1Y: |
|
342.58% |
Volatility 3Y: |
|
- |