UBS Call 245 MDO 20.09.2024
/ CH1297148541
UBS Call 245 MDO 20.09.2024/ CH1297148541 /
| 2024-05-31 7:31:11 PM |
Chg.+0.250 |
Bid9:56:47 PM |
Ask9:56:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.620EUR |
+18.25% |
-
Bid Size: - |
-
Ask Size: - |
MCDONALDS CORP. DL... |
245.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UL8FH6 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MCDONALDS CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
245.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.14 |
| Parity: |
-0.64 |
| Time value: |
1.85 |
| Break-even: |
263.50 |
| Moneyness: |
0.97 |
| Premium: |
0.10 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.01 |
| Spread %: |
0.54% |
| Delta: |
0.51 |
| Theta: |
-0.10 |
| Omega: |
6.63 |
| Rho: |
0.32 |
Quote data
| Open: |
1.400 |
| High: |
1.620 |
| Low: |
1.390 |
| Previous Close: |
1.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.99% |
| 1 Month |
|
|
-50.15% |
| 3 Months |
|
|
-66.53% |
| YTD |
|
|
-69.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.850 |
1.260 |
| 1M High / 1M Low: |
3.250 |
1.260 |
| 6M High / 6M Low: |
5.850 |
1.260 |
| High (YTD): |
2024-01-24 |
5.850 |
| Low (YTD): |
2024-05-29 |
1.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.510 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.441 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.199 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.47% |
| Volatility 6M: |
|
104.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
