UBS Call 26.5 PFE 21.06.2024
/ CH1319907627
UBS Call 26.5 PFE 21.06.2024/ CH1319907627 /
| 2024-05-29 8:37:46 AM |
Chg.-0.063 |
Bid11:03:22 AM |
Ask11:03:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.167EUR |
-27.39% |
0.171
Bid Size: 12,500 |
-
Ask Size: - |
Pfizer Inc |
26.50 USD |
2024-06-21 |
Call |
Master data
| WKN: |
UM2BG2 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Pfizer Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.50 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.22 |
| Parity: |
0.17 |
| Time value: |
0.05 |
| Break-even: |
26.60 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.06 |
| Spread %: |
37.11% |
| Delta: |
0.75 |
| Theta: |
-0.02 |
| Omega: |
8.95 |
| Rho: |
0.01 |
Quote data
| Open: |
0.167 |
| High: |
0.167 |
| Low: |
0.167 |
| Previous Close: |
0.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.92% |
| 1 Month |
|
|
+271.11% |
| 3 Months |
|
|
-1.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.194 |
| 1M High / 1M Low: |
0.300 |
0.045 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.234 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.176 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
534.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
