UBS Call 27 PFE 21.06.2024
/ CH1310059600
UBS Call 27 PFE 21.06.2024/ CH1310059600 /
| 2024-06-04 10:05:22 AM |
Chg.+0.064 |
Bid5:29:31 PM |
Ask5:29:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.225EUR |
+39.75% |
0.225
Bid Size: 25,000 |
-
Ask Size: - |
Pfizer Inc |
27.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
UM0RU4 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Pfizer Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.00 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: |
12.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.22 |
| Parity: |
0.21 |
| Time value: |
0.01 |
| Break-even: |
26.96 |
| Moneyness: |
1.09 |
| Premium: |
0.00 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
11.31 |
| Rho: |
0.01 |
Quote data
| Open: |
0.225 |
| High: |
0.225 |
| Low: |
0.225 |
| Previous Close: |
0.161 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.62% |
| 1 Month |
|
|
+106.42% |
| 3 Months |
|
|
+87.50% |
| YTD |
|
|
-19.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.185 |
0.099 |
| 1M High / 1M Low: |
0.250 |
0.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
0.370 |
| Low (YTD): |
2024-04-26 |
0.031 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.140 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.152 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
414.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
