UBS Call 238 MDO 20.09.2024
/ CH1297161411
UBS Call 238 MDO 20.09.2024/ CH1297161411 /
| 2024-05-31 7:41:30 PM |
Chg.+0.310 |
Bid9:56:33 PM |
Ask9:56:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.140EUR |
+16.94% |
-
Bid Size: - |
-
Ask Size: - |
MCDONALDS CORP. DL... |
238.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UL75PK |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MCDONALDS CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
238.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.14 |
| Parity: |
0.06 |
| Time value: |
2.30 |
| Break-even: |
261.60 |
| Moneyness: |
1.00 |
| Premium: |
0.10 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
0.43% |
| Delta: |
0.57 |
| Theta: |
-0.11 |
| Omega: |
5.77 |
| Rho: |
0.34 |
Quote data
| Open: |
1.820 |
| High: |
2.140 |
| Low: |
1.820 |
| Previous Close: |
1.830 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.15% |
| 1 Month |
|
|
-44.13% |
| 3 Months |
|
|
-60.52% |
| YTD |
|
|
-63.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.380 |
1.690 |
| 1M High / 1M Low: |
3.830 |
1.690 |
| 6M High / 6M Low: |
6.430 |
1.690 |
| High (YTD): |
2024-01-24 |
6.430 |
| Low (YTD): |
2024-05-29 |
1.690 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.994 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.995 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.755 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.30% |
| Volatility 6M: |
|
90.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
