UBS Call 252 MCD 17.01.2025
/ DE000UM5KP51
UBS Call 252 MCD 17.01.2025/ DE000UM5KP51 /
| 8/2/2024 8:06:57 AM |
Chg.+0.17 |
Bid10:21:41 AM |
Ask10:21:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.38EUR |
+7.69% |
2.39
Bid Size: 5,000 |
2.46
Ask Size: 5,000 |
McDonalds Corp |
252.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
UM5KP5 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
McDonalds Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
252.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
5/28/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.24 |
| Intrinsic value: |
1.55 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.15 |
| Parity: |
1.55 |
| Time value: |
0.94 |
| Break-even: |
258.53 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
1.63% |
| Delta: |
0.75 |
| Theta: |
-0.05 |
| Omega: |
7.47 |
| Rho: |
0.74 |
Quote data
| Open: |
2.38 |
| High: |
2.38 |
| Low: |
2.38 |
| Previous Close: |
2.21 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+53.55% |
| 1 Month |
|
|
+75.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.28 |
1.55 |
| 1M High / 1M Low: |
2.28 |
1.21 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
