UBS Call 170 PEP 20.12.2024
/ CH1227482820
UBS Call 170 PEP 20.12.2024/ CH1227482820 /
| 9/20/2024 9:54:51 PM |
Chg.-0.200 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-22.47% |
-
Bid Size: - |
-
Ask Size: - |
PEPSICO INC. DL-... |
170.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
UL1TAW |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
PEPSICO INC. DL-,0166 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
2/21/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.15 |
| Parity: |
-1.67 |
| Time value: |
0.72 |
| Break-even: |
177.20 |
| Moneyness: |
0.90 |
| Premium: |
0.16 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.03 |
| Spread %: |
4.35% |
| Delta: |
0.36 |
| Theta: |
-0.07 |
| Omega: |
7.77 |
| Rho: |
0.12 |
Quote data
| Open: |
0.780 |
| High: |
0.810 |
| Low: |
0.630 |
| Previous Close: |
0.890 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.39% |
| 1 Month |
|
|
-28.13% |
| 3 Months |
|
|
-11.54% |
| YTD |
|
|
-44.80% |
| 1 Year |
|
|
-65.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.690 |
| 1M High / 1M Low: |
1.220 |
0.690 |
| 6M High / 6M Low: |
1.790 |
0.460 |
| High (YTD): |
5/16/2024 |
1.790 |
| Low (YTD): |
7/9/2024 |
0.460 |
| 52W High: |
9/21/2023 |
1.990 |
| 52W Low: |
7/9/2024 |
0.460 |
| Avg. price 1W: |
|
0.928 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.996 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.017 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.111 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
169.60% |
| Volatility 6M: |
|
171.06% |
| Volatility 1Y: |
|
148.47% |
| Volatility 3Y: |
|
- |
