UBS Call 27.5 PFE 21.06.2024
/ CH1310059618
UBS Call 27.5 PFE 21.06.2024/ CH1310059618 /
| 2024-05-29 9:53:07 AM |
Chg.-0.050 |
Bid1:19:45 PM |
Ask1:19:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.096EUR |
-34.25% |
0.097
Bid Size: 12,500 |
-
Ask Size: - |
Pfizer Inc |
27.50 USD |
2024-06-21 |
Call |
Master data
| WKN: |
UM0TZY |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Pfizer Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.50 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-27 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.22 |
| Parity: |
0.07 |
| Time value: |
0.07 |
| Break-even: |
26.75 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.06 |
| Spread %: |
65.88% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
11.98 |
| Rho: |
0.01 |
Quote data
| Open: |
0.096 |
| High: |
0.096 |
| Low: |
0.096 |
| Previous Close: |
0.146 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
+357.14% |
| 3 Months |
|
|
-21.95% |
| YTD |
|
|
-63.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.209 |
0.120 |
| 1M High / 1M Low: |
0.209 |
0.021 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
0.340 |
| Low (YTD): |
2024-04-29 |
0.021 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.150 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.109 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
636.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
