UBS Call 244 MDO 17.01.2025
/ DE000UM7UDQ2
UBS Call 244 MDO 17.01.2025/ DE000UM7UDQ2 /
| 2024-12-20 7:25:07 PM |
Chg.+0.220 |
Bid9:56:58 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.010EUR |
+4.59% |
-
Bid Size: - |
-
Ask Size: - |
MCDONALDS CORP. DL... |
244.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
UM7UDQ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MCDONALDS CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
244.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-06-18 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.72 |
| Intrinsic value: |
3.66 |
| Implied volatility: |
0.92 |
| Historic volatility: |
0.17 |
| Parity: |
3.66 |
| Time value: |
1.21 |
| Break-even: |
292.70 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.76 |
| Theta: |
-0.42 |
| Omega: |
4.36 |
| Rho: |
0.12 |
Quote data
| Open: |
4.540 |
| High: |
5.050 |
| Low: |
4.460 |
| Previous Close: |
4.790 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.20% |
| 1 Month |
|
|
+12.08% |
| 3 Months |
|
|
-1.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.410 |
4.790 |
| 1M High / 1M Low: |
5.590 |
4.470 |
| 6M High / 6M Low: |
6.850 |
1.580 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.086 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.080 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.264 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.48% |
| Volatility 6M: |
|
107.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
