UBS Call 248 MCD 21.03.2025
/ DE000UM5SFJ0
UBS Call 248 MCD 21.03.2025/ DE000UM5SFJ0 /
| 06/09/2024 19:30:47 |
Chg.+0.340 |
Bid21:54:58 |
Ask21:54:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.630EUR |
+7.93% |
-
Bid Size: - |
-
Ask Size: - |
McDonalds Corp |
248.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
UM5SFJ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
McDonalds Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
248.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
28/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.23 |
| Intrinsic value: |
3.74 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.15 |
| Parity: |
3.74 |
| Time value: |
0.82 |
| Break-even: |
269.32 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.09 |
| Spread %: |
2.01% |
| Delta: |
0.85 |
| Theta: |
-0.05 |
| Omega: |
4.88 |
| Rho: |
0.94 |
Quote data
| Open: |
4.320 |
| High: |
4.630 |
| Low: |
4.270 |
| Previous Close: |
4.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.03% |
| 1 Month |
|
|
+39.88% |
| 3 Months |
|
|
+92.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.630 |
4.190 |
| 1M High / 1M Low: |
4.630 |
2.950 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.332 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.878 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
