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UBS Call 182 PEP 20.09.2024/  CH1272027736  /

UBS Investment Bank
2024-09-06  9:54:42 PM Chg.-0.039 Bid- Ask- Underlying Strike price Expiration date Option type
0.049EUR -44.32% -
Bid Size: -		 -
Ask Size: -		 PEPSICO INC. DL-... 182.00 - 2024-09-20 Call
 

Master data

WKN: UL582C
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: PEPSICO INC. DL-,0166
Type: Warrant
Option type: Call
Strike price: 182.00 -
Maturity: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 238.77
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.15
Parity: -2.20
Time value: 0.07
Break-even: 182.67
Moneyness: 0.88
Premium: 0.14
Premium p.a.: 40.44
Spread abs.: 0.02
Spread %: 36.73%
Delta: 0.10
Theta: -0.10
Omega: 23.24
Rho: 0.01
 

Quote data

Open: 0.066
High: 0.104
Low: 0.042
Previous Close: 0.088
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+716.67%
1 Month
  -52.43%
3 Months
  -78.51%
YTD
  -91.09%
1 Year
  -95.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.088 0.009
1M High / 1M Low: 0.103 0.006
6M High / 6M Low: 0.740 0.006
High (YTD): 2024-05-16 0.740
Low (YTD): 2024-08-30 0.006
52W High: 2023-09-14 1.460
52W Low: 2024-08-30 0.006
Avg. price 1W:   0.058
Avg. volume 1W:   0.000
Avg. price 1M:   0.054
Avg. volume 1M:   0.000
Avg. price 6M:   0.237
Avg. volume 6M:   0.000
Avg. price 1Y:   0.419
Avg. volume 1Y:   0.000
Volatility 1M:   2,271.13%
Volatility 6M:   1,053.87%
Volatility 1Y:   756.26%
Volatility 3Y:   -