UBS Call 195 PEP 20.12.2024
/ CH1227466708
UBS Call 195 PEP 20.12.2024/ CH1227466708 /
| 6/19/2024 6:59:54 PM |
Chg.+0.006 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.111EUR |
+5.71% |
-
Bid Size: - |
-
Ask Size: - |
PEPSICO INC. DL-... |
195.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
UL1VQX |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
PEPSICO INC. DL-,0166 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
2/21/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
127.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.15 |
| Parity: |
-4.00 |
| Time value: |
0.12 |
| Break-even: |
196.22 |
| Moneyness: |
0.80 |
| Premium: |
0.27 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.02 |
| Spread %: |
23.23% |
| Delta: |
0.11 |
| Theta: |
-0.01 |
| Omega: |
13.80 |
| Rho: |
0.08 |
Quote data
| Open: |
0.082 |
| High: |
0.119 |
| Low: |
0.078 |
| Previous Close: |
0.105 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
-72.93% |
| 3 Months |
|
|
-60.36% |
| YTD |
|
|
-69.17% |
| 1 Year |
|
|
-91.72% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.099 |
0.073 |
| 1M High / 1M Low: |
0.440 |
0.073 |
| 6M High / 6M Low: |
0.500 |
0.073 |
| High (YTD): |
1/3/2024 |
0.500 |
| Low (YTD): |
6/13/2024 |
0.073 |
| 52W High: |
7/25/2023 |
1.560 |
| 52W Low: |
6/13/2024 |
0.073 |
| Avg. price 1W: |
|
0.081 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.201 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.265 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.548 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
288.38% |
| Volatility 6M: |
|
260.77% |
| Volatility 1Y: |
|
205.32% |
| Volatility 3Y: |
|
- |
