OverviewChartNewsTraderScreen

UBS Call 195 PEP 20.12.2024/  CH1227466708  /

EUWAX
2024-11-13  8:11:13 AM Chg.0.000 Bid10:00:23 PM Ask10:00:23 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 PEPSICO INC. DL-... 195.00 - 2024-12-20 Call
 

Master data

WKN: UL1VQX
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: PEPSICO INC. DL-,0166
Type: Warrant
Option type: Call
Strike price: 195.00 -
Maturity: 2024-12-20
Issue date: 2023-02-21
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 193.49
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.15
Parity: -4.02
Time value: 0.08
Break-even: 195.80
Moneyness: 0.79
Premium: 0.26
Premium p.a.: 9.16
Spread abs.: 0.08
Spread %: 7,900.00%
Delta: 0.08
Theta: -0.05
Omega: 15.32
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
  -85.71%
3 Months
  -98.98%
YTD
  -99.71%
1 Year
  -99.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.019 0.001
6M High / 6M Low: 0.450 0.001
High (YTD): 2024-01-03 0.500
Low (YTD): 2024-11-12 0.001
52W High: 2024-01-03 0.500
52W Low: 2024-11-12 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.003
Avg. volume 1M:   0.000
Avg. price 6M:   0.086
Avg. volume 6M:   0.000
Avg. price 1Y:   0.180
Avg. volume 1Y:   0.000
Volatility 1M:   482.60%
Volatility 6M:   15,172.59%
Volatility 1Y:   10,779.21%
Volatility 3Y:   -