UBS Call 154 PEP 20.12.2024
/ CH1297158540
UBS Call 154 PEP 20.12.2024/ CH1297158540 /
| 2024-09-20 9:54:55 PM |
Chg.-0.270 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.780EUR |
-13.17% |
-
Bid Size: - |
-
Ask Size: - |
PEPSICO INC. DL-... |
154.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UL8FDE |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
PEPSICO INC. DL-,0166 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
154.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.15 |
| Parity: |
-0.07 |
| Time value: |
1.81 |
| Break-even: |
172.10 |
| Moneyness: |
1.00 |
| Premium: |
0.12 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.03 |
| Spread %: |
1.69% |
| Delta: |
0.56 |
| Theta: |
-0.10 |
| Omega: |
4.78 |
| Rho: |
0.17 |
Quote data
| Open: |
1.920 |
| High: |
1.950 |
| Low: |
1.700 |
| Previous Close: |
2.050 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.26% |
| 1 Month |
|
|
-15.64% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
-18.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.290 |
1.780 |
| 1M High / 1M Low: |
2.450 |
1.780 |
| 6M High / 6M Low: |
3.010 |
1.280 |
| High (YTD): |
2024-05-16 |
3.010 |
| Low (YTD): |
2024-07-09 |
1.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.100 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.167 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.082 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.24% |
| Volatility 6M: |
|
109.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
