UBS Call 155 PEP 21.06.2024
/ CH1297158425
UBS Call 155 PEP 21.06.2024/ CH1297158425 /
2024-05-17 9:38:04 AM |
Chg.-0.070 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.570EUR |
-2.65% |
- Bid Size: - |
- Ask Size: - |
PEPSICO INC. DL-... |
155.00 - |
2024-06-21 |
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: |
2024-06-21 |
Issue date: |
2023-10-10 |
Last trading day: |
2024-05-20 |
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: |
2.630 |
High: |
2.630 |
Low: |
2.570 |
Previous Close: |
2.640 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+41.21% |
YTD |
|
|
+45.20% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
2.640 |
1.100 |
High (YTD): |
2024-05-16 |
2.640 |
Low (YTD): |
2024-03-05 |
1.100 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
1.710 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
134.92% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |