UBS Call 176 PEP 21.03.2025
/ CH1326166472
UBS Call 176 PEP 21.03.2025/ CH1326166472 /
| 2024-06-20 9:27:22 AM |
Chg.-0.030 |
Bid9:27:22 AM |
Ask9:27:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
-4.05% |
0.710
Bid Size: 2,000 |
0.780
Ask Size: 2,000 |
PEPSICO INC. DL-... |
176.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
UM18NY |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
PEPSICO INC. DL-,0166 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
176.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.15 |
| Parity: |
-2.11 |
| Time value: |
0.77 |
| Break-even: |
183.70 |
| Moneyness: |
0.88 |
| Premium: |
0.19 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.03 |
| Spread %: |
4.05% |
| Delta: |
0.37 |
| Theta: |
-0.03 |
| Omega: |
7.38 |
| Rho: |
0.37 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.710 |
| Previous Close: |
0.740 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.56% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-33.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.570 |
| 1M High / 1M Low: |
1.530 |
0.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.658 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.959 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
