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UBS Call 160 PEP 21.06.2024/  CH1218476682  /

Frankfurt Zert./UBS
2024-06-14  7:30:05 PM Chg.+0.110 Bid9:56:52 PM Ask- Underlying Strike price Expiration date Option type
0.420EUR +35.48% -
Bid Size: -		 -
Ask Size: -		 PEPSICO INC. DL-... 160.00 - 2024-06-21 Call
 

Master data

WKN: UK6QFE
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: PEPSICO INC. DL-,0166
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-06-21
Issue date: 2022-09-20
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 41.36
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.82
Historic volatility: 0.15
Parity: -0.70
Time value: 0.37
Break-even: 163.70
Moneyness: 0.96
Premium: 0.07
Premium p.a.: 59.48
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.36
Theta: -0.51
Omega: 14.79
Rho: 0.01
 

Quote data

Open: 0.109
High: 0.420
Low: 0.106
Previous Close: 0.310
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -62.50%
1 Month
  -79.90%
3 Months
  -51.72%
YTD
  -70.42%
1 Year
  -86.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.030 0.310
1M High / 1M Low: 2.120 0.310
6M High / 6M Low: 2.120 0.310
High (YTD): 2024-05-17 2.120
Low (YTD): 2024-06-13 0.310
52W High: 2023-07-26 3.450
52W Low: 2024-06-13 0.310
Avg. price 1W:   0.524
Avg. volume 1W:   0.000
Avg. price 1M:   1.297
Avg. volume 1M:   0.000
Avg. price 6M:   1.300
Avg. volume 6M:   0.000
Avg. price 1Y:   1.741
Avg. volume 1Y:   0.000
Volatility 1M:   278.36%
Volatility 6M:   189.71%
Volatility 1Y:   149.82%
Volatility 3Y:   -