UBS Call 250 MDO 20.09.2024
/ CH1297148574
UBS Call 250 MDO 20.09.2024/ CH1297148574 /
| 2024-05-31 7:31:21 PM |
Chg.+0.220 |
Bid9:56:47 PM |
Ask9:56:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.310EUR |
+20.18% |
-
Bid Size: - |
-
Ask Size: - |
MCDONALDS CORP. DL... |
250.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UL77B3 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MCDONALDS CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.14 |
| Parity: |
-1.14 |
| Time value: |
1.52 |
| Break-even: |
265.20 |
| Moneyness: |
0.95 |
| Premium: |
0.11 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.01 |
| Spread %: |
0.66% |
| Delta: |
0.47 |
| Theta: |
-0.09 |
| Omega: |
7.36 |
| Rho: |
0.29 |
Quote data
| Open: |
1.070 |
| High: |
1.310 |
| Low: |
1.070 |
| Previous Close: |
1.090 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.67% |
| 1 Month |
|
|
-54.04% |
| 3 Months |
|
|
-70.50% |
| YTD |
|
|
-73.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.510 |
0.980 |
| 1M High / 1M Low: |
2.850 |
0.980 |
| 6M High / 6M Low: |
5.440 |
0.980 |
| High (YTD): |
2024-01-24 |
5.440 |
| Low (YTD): |
2024-05-29 |
0.980 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.208 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.079 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.794 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.89% |
| Volatility 6M: |
|
108.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
