UBS Call 59.9999 WMT 21.06.2024
/ CH1234564339
UBS Call 59.9999 WMT 21.06.2024/ CH1234564339 /
| 2024-05-28 9:56:34 PM |
Chg.-0.230 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.410EUR |
-14.02% |
-
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: |
11.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
1.49 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.15 |
| Parity: |
1.49 |
| Time value: |
0.15 |
| Break-even: |
60.71 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.86 |
| Theta: |
-0.03 |
| Omega: |
9.48 |
| Rho: |
0.03 |
Quote data
| Open: |
1.640 |
| High: |
1.650 |
| Low: |
1.360 |
| Previous Close: |
1.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.62% |
| 1 Month |
|
|
+135.00% |
| 3 Months |
|
|
+151.79% |
| YTD |
|
|
+696.61% |
| 1 Year |
|
|
+340.63% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.640 |
1.370 |
| 1M High / 1M Low: |
1.640 |
0.460 |
| 6M High / 6M Low: |
1.640 |
0.001 |
| High (YTD): |
2024-05-27 |
1.640 |
| Low (YTD): |
2024-02-26 |
0.001 |
| 52W High: |
2024-05-27 |
1.640 |
| 52W Low: |
2024-02-26 |
0.001 |
| Avg. price 1W: |
|
1.498 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.925 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.526 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.481 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
583.58% |
| Volatility 6M: |
|
217,029.14% |
| Volatility 1Y: |
|
152,578.82% |
| Volatility 3Y: |
|
- |
