UBS Call 162 PEP 19.12.2025
/ CH1319921248
UBS Call 162 PEP 19.12.2025/ CH1319921248 /
| 2024-06-14 9:56:32 PM |
Chg.+0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.710EUR |
+0.59% |
-
Bid Size: - |
-
Ask Size: - |
PEPSICO INC. DL-... |
162.00 - |
2025-12-19 |
Call |
Master data
| WKN: |
UM2SVY |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
PEPSICO INC. DL-,0166 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
162.00 - |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-02-02 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.15 |
| Parity: |
-0.90 |
| Time value: |
1.78 |
| Break-even: |
179.80 |
| Moneyness: |
0.94 |
| Premium: |
0.17 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.07 |
| Spread %: |
4.09% |
| Delta: |
0.56 |
| Theta: |
-0.02 |
| Omega: |
4.77 |
| Rho: |
1.02 |
Quote data
| Open: |
1.440 |
| High: |
1.760 |
| Low: |
1.430 |
| Previous Close: |
1.700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.62% |
| 1 Month |
|
|
-43.38% |
| 3 Months |
|
|
-8.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.880 |
1.700 |
| 1M High / 1M Low: |
3.020 |
1.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.770 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.352 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
