UBS Call 282 MCD 17.01.2025
/ CH1304612943
UBS Call 282 MCD 17.01.2025/ CH1304612943 /
| 2024-12-20 8:54:15 AM |
Chg.-0.14 |
Bid10:00:20 PM |
Ask10:00:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.17EUR |
-10.69% |
-
Bid Size: - |
-
Ask Size: - |
McDonalds Corp |
282.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
UL9RRN |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
McDonalds Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
282.00 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: |
19.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
1.02 |
| Time value: |
0.43 |
| Break-even: |
284.90 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.04 |
| Spread %: |
2.84% |
| Delta: |
0.72 |
| Theta: |
-0.14 |
| Omega: |
13.90 |
| Rho: |
0.14 |
Quote data
| Open: |
1.17 |
| High: |
1.17 |
| Low: |
1.17 |
| Previous Close: |
1.31 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.09% |
| 1 Month |
|
|
+1.74% |
| 3 Months |
|
|
-39.38% |
| YTD |
|
|
-62.26% |
| 1 Year |
|
|
-59.38% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.65 |
1.17 |
| 1M High / 1M Low: |
2.03 |
1.15 |
| 6M High / 6M Low: |
3.55 |
0.33 |
| High (YTD): |
2024-10-21 |
3.55 |
| Low (YTD): |
2024-07-10 |
0.33 |
| 52W High: |
2024-10-21 |
3.55 |
| 52W Low: |
2024-07-10 |
0.33 |
| Avg. price 1W: |
|
1.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.73 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
177.17% |
| Volatility 6M: |
|
201.03% |
| Volatility 1Y: |
|
188.33% |
| Volatility 3Y: |
|
- |
