UBS Call 155 PEP 17.01.2025
/ DE000UM69T15
UBS Call 155 PEP 17.01.2025/ DE000UM69T15 /
| 2024-12-20 8:09:12 AM |
Chg.-0.083 |
Bid10:00:21 PM |
Ask10:00:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.227EUR |
-26.77% |
-
Bid Size: - |
-
Ask Size: - |
PEPSICO INC. DL-... |
155.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
UM69T1 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
PEPSICO INC. DL-,0166 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-06-18 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
54.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.15 |
| Parity: |
-0.85 |
| Time value: |
0.27 |
| Break-even: |
157.70 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
1.71 |
| Spread abs.: |
0.02 |
| Spread %: |
8.00% |
| Delta: |
0.31 |
| Theta: |
-0.10 |
| Omega: |
16.70 |
| Rho: |
0.03 |
Quote data
| Open: |
0.227 |
| High: |
0.227 |
| Low: |
0.227 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-59.46% |
| 1 Month |
|
|
-68.90% |
| 3 Months |
|
|
-87.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.227 |
| 1M High / 1M Low: |
0.910 |
0.227 |
| 6M High / 6M Low: |
2.360 |
0.227 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.375 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.652 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.531 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.93% |
| Volatility 6M: |
|
147.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
