UBS Call 155 PEP 20.09.2024
/ CH1297158466
UBS Call 155 PEP 20.09.2024/ CH1297158466 /
| 2024-06-19 6:06:01 PM |
Chg.+0.040 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.430EUR |
+2.88% |
-
Bid Size: - |
-
Ask Size: - |
PEPSICO INC. DL-... |
155.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UL8AW9 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
PEPSICO INC. DL-,0166 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.15 |
| Parity: |
0.00 |
| Time value: |
1.41 |
| Break-even: |
169.10 |
| Moneyness: |
1.00 |
| Premium: |
0.09 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.02 |
| Spread %: |
1.44% |
| Delta: |
0.56 |
| Theta: |
-0.08 |
| Omega: |
6.16 |
| Rho: |
0.19 |
Quote data
| Open: |
1.370 |
| High: |
1.530 |
| Low: |
1.330 |
| Previous Close: |
1.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.17% |
| 1 Month |
|
|
-46.24% |
| 3 Months |
|
|
-29.21% |
| YTD |
|
|
-27.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.390 |
1.140 |
| 1M High / 1M Low: |
2.660 |
1.140 |
| 6M High / 6M Low: |
2.770 |
1.140 |
| High (YTD): |
2024-05-16 |
2.770 |
| Low (YTD): |
2024-06-13 |
1.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.248 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.806 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.896 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.35% |
| Volatility 6M: |
|
117.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
