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UBS Call 202 PEP 20.12.2024/  CH1227466740  /

UBS Investment Bank
2024-09-20  9:54:51 PM Chg.-0.014 Bid- Ask- Underlying Strike price Expiration date Option type
0.014EUR -50.00% -
Bid Size: -		 -
Ask Size: -		 PEPSICO INC. DL-... 202.00 - 2024-12-20 Call
 

Master data

WKN: UL189A
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: PEPSICO INC. DL-,0166
Type: Warrant
Option type: Call
Strike price: 202.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 191.68
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.15
Parity: -4.87
Time value: 0.08
Break-even: 202.80
Moneyness: 0.76
Premium: 0.32
Premium p.a.: 2.11
Spread abs.: 0.07
Spread %: 471.43%
Delta: 0.07
Theta: -0.02
Omega: 13.88
Rho: 0.03
 

Quote data

Open: 0.001
High: 0.023
Low: 0.001
Previous Close: 0.028
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -70.83%
1 Month
  -69.57%
3 Months
  -70.21%
YTD
  -93.72%
1 Year
  -97.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.045 0.014
1M High / 1M Low: 0.079 0.014
6M High / 6M Low: 0.290 0.001
High (YTD): 2024-01-03 0.340
Low (YTD): 2024-07-10 0.001
52W High: 2023-09-21 0.610
52W Low: 2024-07-10 0.001
Avg. price 1W:   0.028
Avg. volume 1W:   0.000
Avg. price 1M:   0.044
Avg. volume 1M:   0.000
Avg. price 6M:   0.089
Avg. volume 6M:   0.000
Avg. price 1Y:   0.161
Avg. volume 1Y:   0.000
Volatility 1M:   651.15%
Volatility 6M:   2,424.11%
Volatility 1Y:   1,728.11%
Volatility 3Y:   -