UBS Call 164 PEP 21.06.2024
/ CH1212587468
UBS Call 164 PEP 21.06.2024/ CH1212587468 /
| 2024-05-17 9:36:05 AM |
Chg.-0.070 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.750EUR |
-3.85% |
-
Bid Size: - |
-
Ask Size: - |
PEPSICO INC. DL-... |
164.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UK65M0 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
PEPSICO INC. DL-,0166 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
164.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-09-19 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
2.41 |
| Historic volatility: |
0.15 |
| Parity: |
-1.10 |
| Time value: |
1.45 |
| Break-even: |
178.50 |
| Moneyness: |
0.93 |
| Premium: |
0.17 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
-0.37 |
| Spread %: |
-20.33% |
| Delta: |
0.47 |
| Theta: |
-1.57 |
| Omega: |
4.99 |
| Rho: |
0.01 |
Quote data
| Open: |
1.810 |
| High: |
1.810 |
| Low: |
1.750 |
| Previous Close: |
1.820 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-3.85% |
| 3 Months |
|
|
+182.26% |
| YTD |
|
|
+49.57% |
| 1 Year |
|
|
-39.02% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.820 |
1.750 |
| 6M High / 6M Low: |
1.820 |
0.560 |
| High (YTD): |
2024-05-16 |
1.820 |
| Low (YTD): |
2024-03-05 |
0.560 |
| 52W High: |
2023-07-25 |
3.140 |
| 52W Low: |
2024-03-05 |
0.560 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.785 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.043 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.519 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
198.62% |
| Volatility 1Y: |
|
155.04% |
| Volatility 3Y: |
|
- |
