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UBS Call 185 PEP 17.01.2025/  CH1304605061  /

EUWAX
2024-12-20  8:53:54 AM Chg.0.000 Bid10:00:20 PM Ask10:00:20 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 PepsiCo Inc 185.00 USD 2025-01-17 Call
 

Master data

WKN: UL9C77
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: PepsiCo Inc
Type: Warrant
Option type: Call
Strike price: 185.00 USD
Maturity: 2025-01-17
Issue date: 2023-11-08
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 209.29
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.15
Parity: -3.09
Time value: 0.07
Break-even: 178.09
Moneyness: 0.83
Premium: 0.22
Premium p.a.: 13.00
Spread abs.: 0.07
Spread %: 6,900.00%
Delta: 0.08
Theta: -0.06
Omega: 17.57
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -99.59%
YTD
  -99.85%
1 Year
  -99.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: 0.540 0.001
High (YTD): 2024-05-17 0.900
Low (YTD): 2024-12-20 0.001
52W High: 2024-05-17 0.900
52W Low: 2024-12-20 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.189
Avg. volume 6M:   0.000
Avg. price 1Y:   0.355
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   835.56%
Volatility 1Y:   28,344.36%
Volatility 3Y:   -