UBS Call 164 PEP 21.03.2025
/ CH1326166399
UBS Call 164 PEP 21.03.2025/ CH1326166399 /
| 2024-09-20 9:54:41 PM |
Chg.-0.230 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.300EUR |
-15.03% |
-
Bid Size: - |
-
Ask Size: - |
PEPSICO INC. DL-... |
164.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
UM2Q05 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
PEPSICO INC. DL-,0166 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
164.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.15 |
| Parity: |
-1.07 |
| Time value: |
1.33 |
| Break-even: |
177.30 |
| Moneyness: |
0.94 |
| Premium: |
0.16 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.03 |
| Spread %: |
2.31% |
| Delta: |
0.48 |
| Theta: |
-0.05 |
| Omega: |
5.53 |
| Rho: |
0.30 |
Quote data
| Open: |
1.410 |
| High: |
1.440 |
| Low: |
1.240 |
| Previous Close: |
1.530 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.37% |
| 1 Month |
|
|
-18.24% |
| 3 Months |
|
|
-2.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.740 |
1.300 |
| 1M High / 1M Low: |
1.900 |
1.300 |
| 6M High / 6M Low: |
2.390 |
0.930 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.572 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.643 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.598 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.61% |
| Volatility 6M: |
|
119.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
