UBS Call 246 MDO 16.01.2026
/ DE000UM5YCJ5
UBS Call 246 MDO 16.01.2026/ DE000UM5YCJ5 /
2024-10-11 7:30:45 PM |
Chg.+0.040 |
Bid9:53:27 PM |
Ask9:53:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.460EUR |
+0.62% |
- Bid Size: - |
- Ask Size: - |
MCDONALDS CORP. DL... |
246.00 - |
2026-01-16 |
Call |
Master data
WKN: |
UM5YCJ |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
MCDONALDS CORP. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
246.00 - |
Maturity: |
2026-01-16 |
Issue date: |
2024-06-10 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.65 |
Intrinsic value: |
3.30 |
Implied volatility: |
0.35 |
Historic volatility: |
0.15 |
Parity: |
3.30 |
Time value: |
3.25 |
Break-even: |
311.50 |
Moneyness: |
1.13 |
Premium: |
0.12 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.04 |
Spread %: |
0.61% |
Delta: |
0.73 |
Theta: |
-0.05 |
Omega: |
3.12 |
Rho: |
1.75 |
Quote data
Open: |
6.370 |
High: |
6.470 |
Low: |
6.360 |
Previous Close: |
6.420 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+3.03% |
1 Month |
|
|
+11.19% |
3 Months |
|
|
+93.41% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.460 |
6.190 |
1M High / 1M Low: |
6.460 |
5.470 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.360 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.067 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
36.44% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |