UBS Call 236 MDO 20.09.2024
/ CH1297161403
UBS Call 236 MDO 20.09.2024/ CH1297161403 /
| 2024-05-31 7:33:35 PM |
Chg.+0.290 |
Bid9:57:04 PM |
Ask9:57:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.270EUR |
+14.65% |
-
Bid Size: - |
-
Ask Size: - |
MCDONALDS CORP. DL... |
236.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UL8DVN |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MCDONALDS CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
236.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.14 |
| Parity: |
0.26 |
| Time value: |
2.25 |
| Break-even: |
261.10 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
0.40% |
| Delta: |
0.58 |
| Theta: |
-0.11 |
| Omega: |
5.56 |
| Rho: |
0.35 |
Quote data
| Open: |
1.970 |
| High: |
2.270 |
| Low: |
1.970 |
| Previous Close: |
1.980 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.20% |
| 1 Month |
|
|
-43.39% |
| 3 Months |
|
|
-59.46% |
| YTD |
|
|
-62.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.540 |
1.860 |
| 1M High / 1M Low: |
4.010 |
1.860 |
| 6M High / 6M Low: |
6.610 |
1.860 |
| High (YTD): |
2024-01-24 |
6.610 |
| Low (YTD): |
2024-05-29 |
1.860 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.144 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.146 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.917 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.40% |
| Volatility 6M: |
|
86.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
