UBS Call 158 PEP 17.01.2025
/ CH1329506831
UBS Call 158 PEP 17.01.2025/ CH1329506831 /
| 2024-12-20 10:07:49 AM |
Chg.-0.067 |
Bid10:00:20 PM |
Ask10:00:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.123EUR |
-35.26% |
-
Bid Size: - |
-
Ask Size: - |
PepsiCo Inc |
158.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
UM22XD |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
PepsiCo Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
158.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-03-08 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
87.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
-0.50 |
| Time value: |
0.17 |
| Break-even: |
153.17 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
0.82 |
| Spread abs.: |
0.02 |
| Spread %: |
14.38% |
| Delta: |
0.31 |
| Theta: |
-0.06 |
| Omega: |
27.07 |
| Rho: |
0.03 |
Quote data
| Open: |
0.123 |
| High: |
0.123 |
| Low: |
0.123 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-70.00% |
| 1 Month |
|
|
-79.15% |
| 3 Months |
|
|
-92.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.123 |
| 1M High / 1M Low: |
0.690 |
0.123 |
| 6M High / 6M Low: |
2.150 |
0.123 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.251 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.483 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.327 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
252.64% |
| Volatility 6M: |
|
169.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
