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UBS Call 292 MCD 17.01.2025/  CH1304612984  /

Frankfurt Zert./UBS
2024-12-20  7:27:39 PM Chg.+0.090 Bid9:56:58 PM Ask9:56:58 PM Underlying Strike price Expiration date Option type
0.780EUR +13.04% -
Bid Size: -		 -
Ask Size: -		 McDonalds Corp 292.00 USD 2025-01-17 Call
 

Master data

WKN: UL9SUQ
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: McDonalds Corp
Type: Warrant
Option type: Call
Strike price: 292.00 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: 37.42
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.07
Implied volatility: 0.23
Historic volatility: 0.17
Parity: 0.07
Time value: 0.68
Break-even: 287.49
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.39
Spread abs.: 0.04
Spread %: 5.63%
Delta: 0.54
Theta: -0.14
Omega: 20.23
Rho: 0.11
 

Quote data

Open: 0.570
High: 0.820
Low: 0.540
Previous Close: 0.690
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -22.77%
1 Month  
+14.71%
3 Months
  -49.35%
YTD
  -69.05%
1 Year
  -66.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.140 0.690
1M High / 1M Low: 1.330 0.680
6M High / 6M Low: 2.790 0.213
High (YTD): 2024-01-24 2.840
Low (YTD): 2024-07-09 0.213
52W High: 2024-01-24 2.840
52W Low: 2024-07-09 0.213
Avg. price 1W:   0.886
Avg. volume 1W:   0.000
Avg. price 1M:   0.967
Avg. volume 1M:   0.000
Avg. price 6M:   1.074
Avg. volume 6M:   0.000
Avg. price 1Y:   1.275
Avg. volume 1Y:   0.000
Volatility 1M:   244.16%
Volatility 6M:   235.74%
Volatility 1Y:   205.52%
Volatility 3Y:   -