UBS Call 168 PEP 21.06.2024
/ CH1206675758
UBS Call 168 PEP 21.06.2024/ CH1206675758 /
2024-06-20 11:44:49 AM |
Chg.-0.016 |
Bid11:44:49 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.009EUR |
-64.00% |
0.009 Bid Size: 2,500 |
- Ask Size: - |
PEPSICO INC. DL-... |
168.00 - |
2024-06-21 |
Call |
Master data
WKN: |
UK4FUN |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
PEPSICO INC. DL-,0166 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
168.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-09-02 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
619.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.03 |
Historic volatility: |
0.15 |
Parity: |
-1.31 |
Time value: |
0.03 |
Break-even: |
168.25 |
Moneyness: |
0.92 |
Premium: |
0.09 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.07 |
Theta: |
-0.56 |
Omega: |
43.00 |
Rho: |
0.00 |
Quote data
Open: |
0.024 |
High: |
0.024 |
Low: |
0.002 |
Previous Close: |
0.025 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-55.00% |
1 Month |
|
|
-99.24% |
3 Months |
|
|
-98.85% |
YTD |
|
|
-99.03% |
1 Year |
|
|
-99.64% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.036 |
0.012 |
1M High / 1M Low: |
1.340 |
0.012 |
6M High / 6M Low: |
1.450 |
0.012 |
High (YTD): |
2024-05-16 |
1.450 |
Low (YTD): |
2024-06-14 |
0.012 |
52W High: |
2023-07-25 |
2.840 |
52W Low: |
2024-06-14 |
0.012 |
Avg. price 1W: |
|
0.024 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.485 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.731 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.188 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
849.05% |
Volatility 6M: |
|
410.19% |
Volatility 1Y: |
|
300.05% |
Volatility 3Y: |
|
- |