UBS Call 250 MCD 21.03.2025
/ DE000UM5GCH6
UBS Call 250 MCD 21.03.2025/ DE000UM5GCH6 /
| 8/2/2024 8:06:37 AM |
Chg.+0.16 |
Bid11:27:47 AM |
Ask11:27:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.78EUR |
+6.11% |
2.76
Bid Size: 5,000 |
2.84
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: |
8.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.61 |
| Intrinsic value: |
1.74 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.15 |
| Parity: |
1.74 |
| Time value: |
1.16 |
| Break-even: |
260.77 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
1.40% |
| Delta: |
0.75 |
| Theta: |
-0.04 |
| Omega: |
6.46 |
| Rho: |
1.00 |
Quote data
| Open: |
2.78 |
| High: |
2.78 |
| Low: |
2.78 |
| Previous Close: |
2.62 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.30% |
| 1 Month |
|
|
+59.77% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.71 |
1.94 |
| 1M High / 1M Low: |
2.71 |
1.54 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
