UBS Call 154 PEP 21.06.2024
/ CH1297157997
UBS Call 154 PEP 21.06.2024/ CH1297157997 /
| 2024-06-07 8:17:02 AM |
Chg.-0.11 |
Bid5:32:16 PM |
Ask5:32:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.66EUR |
-6.21% |
1.69
Bid Size: 5,000 |
-
Ask Size: - |
PEPSICO INC. DL-... |
154.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL731U |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
PEPSICO INC. DL-,0166 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
154.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
1.22 |
| Historic volatility: |
0.15 |
| Parity: |
0.50 |
| Time value: |
1.26 |
| Break-even: |
171.60 |
| Moneyness: |
1.03 |
| Premium: |
0.08 |
| Premium p.a.: |
6.28 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.60 |
| Theta: |
-0.53 |
| Omega: |
5.44 |
| Rho: |
0.03 |
Quote data
| Open: |
1.66 |
| High: |
1.66 |
| Low: |
1.66 |
| Previous Close: |
1.77 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.93% |
| 1 Month |
|
|
-19.81% |
| 3 Months |
|
|
+36.07% |
| YTD |
|
|
-10.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.82 |
1.51 |
| 1M High / 1M Low: |
2.71 |
1.49 |
| 6M High / 6M Low: |
2.71 |
1.18 |
| High (YTD): |
2024-05-17 |
2.71 |
| Low (YTD): |
2024-03-08 |
1.18 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.80 |
| Avg. volume 6M: |
|
41.60 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.87% |
| Volatility 6M: |
|
133.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
