UBS Call 162 PEP 20.09.2024
/ CH1297158508
UBS Call 162 PEP 20.09.2024/ CH1297158508 /
| 8/16/2024 8:19:18 AM |
Chg.- |
Bid10:00:21 PM |
Ask10:00:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
PEPSICO INC. DL-... |
162.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
UL8K24 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
PEPSICO INC. DL-,0166 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
162.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
8/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.04 |
| Historic volatility: |
0.15 |
| Parity: |
-0.20 |
| Time value: |
1.07 |
| Break-even: |
172.70 |
| Moneyness: |
0.99 |
| Premium: |
0.08 |
| Premium p.a.: |
11.72 |
| Spread abs.: |
0.04 |
| Spread %: |
3.88% |
| Delta: |
0.51 |
| Theta: |
-0.53 |
| Omega: |
7.63 |
| Rho: |
0.02 |
Quote data
| Open: |
1.04 |
| High: |
1.04 |
| Low: |
1.04 |
| Previous Close: |
1.16 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-1.89% |
| 3 Months |
|
|
-18.75% |
| YTD |
|
|
-31.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.16 |
0.99 |
| 6M High / 6M Low: |
2.16 |
0.46 |
| High (YTD): |
5/17/2024 |
2.16 |
| Low (YTD): |
6/14/2024 |
0.46 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.20 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.25% |
| Volatility 6M: |
|
247.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
