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UBS Call 202 PEP 17.01.2025/  CH1304636751  /

EUWAX
2024-12-20  8:54:41 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 202.00 USD 2025-01-17 Call
 

Master data

WKN: UL9M44
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: PepsiCo Inc
Type: Warrant
Option type: Call
Strike price: 202.00 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: 0.64
Historic volatility: 0.15
Parity: -4.72
Time value: 0.07
Break-even: 194.39
Moneyness: 0.76
Premium: 0.33
Premium p.a.: 44.75
Spread abs.: 0.07
Spread %: 6,900.00%
Delta: 0.07
Theta: -0.06
Omega: 13.96
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
  -94.12%
YTD
  -99.60%
1 Year
  -99.63%
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: 0.150 0.001
High (YTD): 2024-01-03 0.370
Low (YTD): 2024-12-20 0.001
52W High: 2024-01-03 0.370
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:   0.024
Avg. volume 6M:   0.000
Avg. price 1Y:   0.086
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   6,777.78%
Volatility 1Y:   7,955.90%
Volatility 3Y:   -