UBS Call 268 MCD 17.01.2025
/ CH1304612885
UBS Call 268 MCD 17.01.2025/ CH1304612885 /
| 2024-12-20 8:54:15 AM |
Chg.-0.18 |
Bid10:00:20 PM |
Ask10:00:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.30EUR |
-7.26% |
-
Bid Size: - |
-
Ask Size: - |
McDonalds Corp |
268.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
UL92UR |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
McDonalds Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
268.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-11-08 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.43 |
| Intrinsic value: |
2.37 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.17 |
| Parity: |
2.37 |
| Time value: |
0.29 |
| Break-even: |
283.58 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.04 |
| Spread %: |
1.53% |
| Delta: |
0.84 |
| Theta: |
-0.14 |
| Omega: |
8.84 |
| Rho: |
0.15 |
Quote data
| Open: |
2.30 |
| High: |
2.30 |
| Low: |
2.30 |
| Previous Close: |
2.48 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.86% |
| 1 Month |
|
|
+5.50% |
| 3 Months |
|
|
-20.42% |
| YTD |
|
|
-42.50% |
| 1 Year |
|
|
-38.83% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.87 |
2.30 |
| 1M High / 1M Low: |
3.27 |
2.18 |
| 6M High / 6M Low: |
4.73 |
0.64 |
| High (YTD): |
2024-10-21 |
4.73 |
| Low (YTD): |
2024-07-10 |
0.64 |
| 52W High: |
2024-10-21 |
4.73 |
| 52W Low: |
2024-07-10 |
0.64 |
| Avg. price 1W: |
|
2.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.42 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.54 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
118.22% |
| Volatility 6M: |
|
154.32% |
| Volatility 1Y: |
|
149.77% |
| Volatility 3Y: |
|
- |
