UBS Call 26 PFE 21.06.2024
/ DE000UM0NSR8
UBS Call 26 PFE 21.06.2024/ DE000UM0NSR8 /
| 2024-06-04 4:11:41 PM |
Chg.+0.84 |
Bid10:00:15 PM |
Ask10:00:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.57EUR |
+30.77% |
-
Bid Size: - |
-
Ask Size: - |
Pfizer Inc |
26.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
UM0NSR |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Pfizer Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-22 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
8.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.08 |
| Intrinsic value: |
3.03 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.22 |
| Parity: |
3.03 |
| Time value: |
0.21 |
| Break-even: |
27.08 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
0.31% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
7.35 |
| Rho: |
0.01 |
Quote data
| Open: |
3.30 |
| High: |
3.57 |
| Low: |
3.30 |
| Previous Close: |
2.73 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.26% |
| 1 Month |
|
|
+75.00% |
| 3 Months |
|
|
+119.02% |
| YTD |
|
|
+47.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.92 |
2.09 |
| 1M High / 1M Low: |
3.39 |
1.81 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-23 |
3.39 |
| Low (YTD): |
2024-04-26 |
0.89 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
