UBS Call 236 MDO 20.06.2025
/ DE000UM57W22
UBS Call 236 MDO 20.06.2025/ DE000UM57W22 /
2024-12-20 9:45:51 AM |
Chg.-0.18 |
Bid10:00:21 PM |
Ask10:00:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.65EUR |
-3.09% |
- Bid Size: - |
- Ask Size: - |
MCDONALDS CORP. DL... |
236.00 - |
2025-06-20 |
Call |
Master data
WKN: |
UM57W2 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
MCDONALDS CORP. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
236.00 - |
Maturity: |
2025-06-20 |
Issue date: |
2024-06-10 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.86 |
Intrinsic value: |
4.46 |
Implied volatility: |
0.43 |
Historic volatility: |
0.17 |
Parity: |
4.46 |
Time value: |
1.61 |
Break-even: |
296.70 |
Moneyness: |
1.19 |
Premium: |
0.06 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.04 |
Spread %: |
0.66% |
Delta: |
0.78 |
Theta: |
-0.08 |
Omega: |
3.60 |
Rho: |
0.78 |
Quote data
Open: |
5.65 |
High: |
5.65 |
Low: |
5.65 |
Previous Close: |
5.83 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.89% |
1 Month |
|
|
+3.29% |
3 Months |
|
|
-2.75% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.30 |
5.65 |
1M High / 1M Low: |
6.60 |
5.47 |
6M High / 6M Low: |
7.92 |
2.65 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.03 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.11 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
5.33 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
53.83% |
Volatility 6M: |
|
77.72% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |