UBS Call 156 PEP 21.06.2024
/ CH1297158433
UBS Call 156 PEP 21.06.2024/ CH1297158433 /
| 2024-05-17 9:33:24 AM |
Chg.+0.040 |
Bid9:36:08 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.500EUR |
+1.63% |
-
Bid Size: - |
-
Ask Size: - |
PEPSICO INC. DL-... |
156.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL7ZDF |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
PEPSICO INC. DL-,0166 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
156.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
2.57 |
| Historic volatility: |
0.15 |
| Parity: |
-0.19 |
| Time value: |
2.53 |
| Break-even: |
181.30 |
| Moneyness: |
0.99 |
| Premium: |
0.18 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.05 |
| Spread %: |
2.02% |
| Delta: |
0.57 |
| Theta: |
-1.29 |
| Omega: |
3.50 |
| Rho: |
0.02 |
Quote data
| Open: |
2.530 |
| High: |
2.530 |
| Low: |
2.500 |
| Previous Close: |
2.460 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+10.13% |
| 3 Months |
|
|
+115.52% |
| YTD |
|
|
+47.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.500 |
2.160 |
| 6M High / 6M Low: |
2.500 |
1.060 |
| High (YTD): |
2024-05-17 |
2.500 |
| Low (YTD): |
2024-03-07 |
1.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.334 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.627 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.55% |
| Volatility 6M: |
|
124.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
