UBS Call 155 PEP 21.06.2024
/ CH1297158425
UBS Call 155 PEP 21.06.2024/ CH1297158425 /
| 17/05/2024 09:21:54 |
Chg.+0.030 |
Bid09:38:11 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.600EUR |
+1.17% |
-
Bid Size: - |
-
Ask Size: - |
PEPSICO INC. DL-... |
155.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
UL79DH |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
PEPSICO INC. DL-,0166 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
20/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
5.72 |
| Historic volatility: |
0.15 |
| Parity: |
0.00 |
| Time value: |
2.60 |
| Break-even: |
181.00 |
| Moneyness: |
1.00 |
| Premium: |
0.17 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.03 |
| Spread %: |
1.17% |
| Delta: |
0.58 |
| Theta: |
-6.40 |
| Omega: |
3.48 |
| Rho: |
0.00 |
Quote data
| Open: |
2.620 |
| High: |
2.620 |
| Low: |
2.600 |
| Previous Close: |
2.570 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+48.57% |
| YTD |
|
|
+46.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
2.600 |
1.120 |
| High (YTD): |
17/05/2024 |
2.600 |
| Low (YTD): |
07/03/2024 |
1.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
1.699 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
121.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
