UBS Call 230 MDO 16.01.2026
/ DE000UM6LW43
UBS Call 230 MDO 16.01.2026/ DE000UM6LW43 /
10/09/2024 20:56:19 |
Chg.+0.080 |
Bid20:56:19 |
Ask20:56:19 |
Underlying |
Strike price |
Expiration date |
Option type |
6.710EUR |
+1.21% |
6.710 Bid Size: 10,000 |
6.750 Ask Size: 10,000 |
MCDONALDS CORP. DL... |
230.00 - |
16/01/2026 |
Call |
Master data
WKN: |
UM6LW4 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
MCDONALDS CORP. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
230.00 - |
Maturity: |
16/01/2026 |
Issue date: |
03/06/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.80 |
Intrinsic value: |
3.40 |
Implied volatility: |
0.37 |
Historic volatility: |
0.15 |
Parity: |
3.40 |
Time value: |
3.28 |
Break-even: |
296.80 |
Moneyness: |
1.15 |
Premium: |
0.12 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.04 |
Spread %: |
0.60% |
Delta: |
0.74 |
Theta: |
-0.05 |
Omega: |
2.93 |
Rho: |
1.74 |
Quote data
Open: |
6.560 |
High: |
7.020 |
Low: |
6.540 |
Previous Close: |
6.630 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.28% |
1 Month |
|
|
+35.28% |
3 Months |
|
|
+63.26% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.630 |
6.140 |
1M High / 1M Low: |
6.630 |
5.010 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.374 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.051 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
52.31% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |