UBS Call 246 MDO 20.12.2024
/ CH1297148707
UBS Call 246 MDO 20.12.2024/ CH1297148707 /
| 2024-05-31 7:41:07 PM |
Chg.+0.280 |
Bid9:56:50 PM |
Ask9:56:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.010EUR |
+16.18% |
-
Bid Size: - |
-
Ask Size: - |
MCDONALDS CORP. DL... |
246.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UL8K5B |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MCDONALDS CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
246.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.14 |
| Parity: |
-0.74 |
| Time value: |
2.25 |
| Break-even: |
268.50 |
| Moneyness: |
0.97 |
| Premium: |
0.13 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.06 |
| Spread %: |
2.74% |
| Delta: |
0.53 |
| Theta: |
-0.07 |
| Omega: |
5.66 |
| Rho: |
0.58 |
Quote data
| Open: |
1.750 |
| High: |
2.010 |
| Low: |
1.750 |
| Previous Close: |
1.730 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.80% |
| 1 Month |
|
|
-43.06% |
| 3 Months |
|
|
-60.28% |
| YTD |
|
|
-63.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.220 |
1.640 |
| 1M High / 1M Low: |
3.530 |
1.640 |
| 6M High / 6M Low: |
6.020 |
1.640 |
| High (YTD): |
2024-01-24 |
6.020 |
| Low (YTD): |
2024-05-29 |
1.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.886 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.762 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.423 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.82% |
| Volatility 6M: |
|
86.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
