UBS Call 248 MDO 20.09.2024
/ CH1297148566
UBS Call 248 MDO 20.09.2024/ CH1297148566 /
| 2024-05-31 7:35:39 PM |
Chg.+0.270 |
Bid9:56:48 PM |
Ask9:56:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.460EUR |
+22.69% |
-
Bid Size: - |
-
Ask Size: - |
MCDONALDS CORP. DL... |
248.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UL77AR |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MCDONALDS CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
248.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.14 |
| Parity: |
-0.94 |
| Time value: |
1.65 |
| Break-even: |
264.50 |
| Moneyness: |
0.96 |
| Premium: |
0.11 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.01 |
| Spread %: |
0.61% |
| Delta: |
0.49 |
| Theta: |
-0.10 |
| Omega: |
7.05 |
| Rho: |
0.30 |
Quote data
| Open: |
1.180 |
| High: |
1.460 |
| Low: |
1.180 |
| Previous Close: |
1.190 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.88% |
| 1 Month |
|
|
-51.50% |
| 3 Months |
|
|
-68.26% |
| YTD |
|
|
-71.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.650 |
1.090 |
| 1M High / 1M Low: |
3.010 |
1.090 |
| 6M High / 6M Low: |
5.590 |
1.090 |
| High (YTD): |
2024-01-24 |
5.590 |
| Low (YTD): |
2024-05-29 |
1.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.332 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.225 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.948 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.97% |
| Volatility 6M: |
|
106.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
