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UBS Call 202 PEP 20.09.2024/  CH1272032207  /

UBS Investment Bank
2024-06-20  8:03:00 AM Chg.-0.001 Bid8:03:00 AM Ask8:03:00 AM Underlying Strike price Expiration date Option type
0.001EUR -50.00% 0.001
Bid Size: 2,000		 0.077
Ask Size: 2,000		 PEPSICO INC. DL-... 202.00 - 2024-09-20 Call
 

Master data

WKN: UL6AGV
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: PEPSICO INC. DL-,0166
Type: Warrant
Option type: Call
Strike price: 202.00 -
Maturity: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 201.33
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.15
Parity: -4.70
Time value: 0.08
Break-even: 202.77
Moneyness: 0.77
Premium: 0.31
Premium p.a.: 1.87
Spread abs.: 0.08
Spread %: 3,750.00%
Delta: 0.07
Theta: -0.02
Omega: 14.49
Rho: 0.03
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.002
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -98.41%
3 Months
  -97.06%
YTD
  -99.04%
1 Year
  -99.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.002 0.001
1M High / 1M Low: 0.083 0.001
6M High / 6M Low: 0.206 0.001
High (YTD): 2024-01-03 0.206
Low (YTD): 2024-06-17 0.001
52W High: 2023-07-25 1.030
52W Low: 2024-06-17 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.022
Avg. volume 1M:   0.000
Avg. price 6M:   0.060
Avg. volume 6M:   0.000
Avg. price 1Y:   0.264
Avg. volume 1Y:   0.000
Volatility 1M:   682.02%
Volatility 6M:   1,218.09%
Volatility 1Y:   869.52%
Volatility 3Y:   -