UBS Call 238 MDO 20.12.2024
/ CH1297148657
UBS Call 238 MDO 20.12.2024/ CH1297148657 /
| 2024-05-31 7:36:04 PM |
Chg.+0.300 |
Bid9:56:47 PM |
Ask9:56:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.530EUR |
+13.45% |
-
Bid Size: - |
-
Ask Size: - |
MCDONALDS CORP. DL... |
238.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UL77BB |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MCDONALDS CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
238.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.14 |
| Parity: |
0.06 |
| Time value: |
2.72 |
| Break-even: |
265.80 |
| Moneyness: |
1.00 |
| Premium: |
0.11 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.06 |
| Spread %: |
2.21% |
| Delta: |
0.59 |
| Theta: |
-0.07 |
| Omega: |
5.04 |
| Rho: |
0.62 |
Quote data
| Open: |
2.280 |
| High: |
2.530 |
| Low: |
2.270 |
| Previous Close: |
2.230 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.99% |
| 1 Month |
|
|
-39.18% |
| 3 Months |
|
|
-55.69% |
| YTD |
|
|
-58.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.760 |
2.130 |
| 1M High / 1M Low: |
4.160 |
2.130 |
| 6M High / 6M Low: |
6.650 |
2.130 |
| High (YTD): |
2024-01-24 |
6.650 |
| Low (YTD): |
2024-05-29 |
2.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.396 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.340 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.039 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.21% |
| Volatility 6M: |
|
78.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
