UBS Call 238 MDO 17.01.2025
/ DE000UM6J9K2
UBS Call 238 MDO 17.01.2025/ DE000UM6J9K2 /
| 2024-12-20 7:29:38 PM |
Chg.+0.160 |
Bid9:56:58 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.520EUR |
+2.99% |
-
Bid Size: - |
-
Ask Size: - |
MCDONALDS CORP. DL... |
238.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
UM6J9K |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MCDONALDS CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
238.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-06-03 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.31 |
| Intrinsic value: |
4.26 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.17 |
| Parity: |
4.26 |
| Time value: |
0.82 |
| Break-even: |
288.80 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
-0.36 |
| Spread %: |
-6.62% |
| Delta: |
0.80 |
| Theta: |
-0.34 |
| Omega: |
4.44 |
| Rho: |
0.13 |
Quote data
| Open: |
5.110 |
| High: |
5.600 |
| Low: |
5.040 |
| Previous Close: |
5.360 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.30% |
| 1 Month |
|
|
+9.96% |
| 3 Months |
|
|
-1.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.970 |
5.360 |
| 1M High / 1M Low: |
6.160 |
5.020 |
| 6M High / 6M Low: |
7.390 |
1.910 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.642 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.644 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.759 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.89% |
| Volatility 6M: |
|
96.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
