UBS Call 60 WMT 21.06.2024
/ CH1329475656
UBS Call 60 WMT 21.06.2024/ CH1329475656 /
2024-05-03 9:56:44 PM |
Chg.+0.002 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.173EUR |
+1.17% |
- Bid Size: - |
- Ask Size: - |
WALMART DL-,10 |
60.00 - |
2024-06-21 |
Call |
Master data
WKN: |
UM3BX4 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
WALMART DL-,10 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2024-03-01 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
30.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.14 |
Parity: |
-0.44 |
Time value: |
0.18 |
Break-even: |
61.83 |
Moneyness: |
0.93 |
Premium: |
0.11 |
Premium p.a.: |
1.25 |
Spread abs.: |
0.01 |
Spread %: |
5.78% |
Delta: |
0.35 |
Theta: |
-0.03 |
Omega: |
10.57 |
Rho: |
0.02 |
Quote data
Open: |
0.169 |
High: |
0.176 |
Low: |
0.139 |
Previous Close: |
0.171 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.73% |
1 Month |
|
|
-10.36% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.195 |
0.155 |
1M High / 1M Low: |
0.250 |
0.147 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.173 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.194 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
201.67% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |