UBS Call 248 MCD 21.03.2025
/ DE000UM5SFJ0
UBS Call 248 MCD 21.03.2025/ DE000UM5SFJ0 /
9/6/2024 7:30:47 PM |
Chg.+0.340 |
Bid9:54:58 PM |
Ask9:54:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.630EUR |
+7.93% |
- Bid Size: - |
- Ask Size: - |
McDonalds Corp |
248.00 USD |
3/21/2025 |
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: |
3/21/2025 |
Issue date: |
5/28/2024 |
Last trading day: |
3/20/2025 |
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: |
|
- |