UBS Call 156 PEP 21.06.2024
/ CH1297158433
UBS Call 156 PEP 21.06.2024/ CH1297158433 /
| 2024-05-03 4:47:36 PM |
Chg.-0.010 |
Bid4:47:36 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.880EUR |
-0.53% |
1.880
Bid Size: 60,000 |
-
Ask Size: - |
PEPSICO INC. DL-... |
156.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL7ZDF |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
PEPSICO INC. DL-,0166 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
156.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.15 |
| Parity: |
0.75 |
| Time value: |
1.14 |
| Break-even: |
174.90 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.63 |
| Theta: |
-0.15 |
| Omega: |
5.49 |
| Rho: |
0.11 |
Quote data
| Open: |
1.910 |
| High: |
1.960 |
| Low: |
1.800 |
| Previous Close: |
1.890 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.09% |
| 1 Month |
|
|
+25.33% |
| 3 Months |
|
|
+8.05% |
| YTD |
|
|
+10.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.990 |
1.890 |
| 1M High / 1M Low: |
2.110 |
1.280 |
| 6M High / 6M Low: |
2.110 |
1.030 |
| High (YTD): |
2024-04-24 |
2.110 |
| Low (YTD): |
2024-03-05 |
1.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.945 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.671 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.599 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.18% |
| Volatility 6M: |
|
132.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
