UBS Call 250 MCD 21.03.2025
/ DE000UM5GCH6
UBS Call 250 MCD 21.03.2025/ DE000UM5GCH6 /
| 7/9/2024 10:14:42 AM |
Chg.-0.030 |
Bid7/9/2024 |
Ask7/9/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.640EUR |
-1.80% |
1.640
Bid Size: 5,000 |
1.760
Ask Size: 5,000 |
McDonalds Corp |
250.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
UM5GCH |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
McDonalds Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 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: |
13.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.14 |
| Parity: |
-0.20 |
| Time value: |
1.71 |
| Break-even: |
247.93 |
| Moneyness: |
0.99 |
| Premium: |
0.08 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.09 |
| Spread %: |
5.56% |
| Delta: |
0.57 |
| Theta: |
-0.04 |
| Omega: |
7.67 |
| Rho: |
0.80 |
Quote data
| Open: |
1.620 |
| High: |
1.640 |
| Low: |
1.620 |
| Previous Close: |
1.670 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.20% |
| 1 Month |
|
|
-29.31% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.870 |
1.660 |
| 1M High / 1M Low: |
2.390 |
1.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.740 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.994 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
