UBS Put 30 PFE 21.06.2024
/ DE000UM0CNB6
UBS Put 30 PFE 21.06.2024/ DE000UM0CNB6 /
| 2024-06-04 9:43:49 AM |
Chg.-0.47 |
Bid9:37:05 PM |
Ask9:37:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.09EUR |
-30.13% |
1.04
Bid Size: 2,500 |
1.05
Ask Size: 2,500 |
Pfizer Inc |
30.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
UM0CNB |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Pfizer Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
30.00 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: |
-23.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.22 |
| Parity: |
0.63 |
| Time value: |
0.52 |
| Break-even: |
26.35 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.01 |
| Spread %: |
0.88% |
| Delta: |
-0.60 |
| Theta: |
-0.02 |
| Omega: |
-13.94 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.09 |
| High: |
1.09 |
| Low: |
1.09 |
| Previous Close: |
1.56 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.14% |
| 1 Month |
|
|
-56.75% |
| 3 Months |
|
|
-62.93% |
| YTD |
|
|
-46.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.19 |
1.40 |
| 1M High / 1M Low: |
2.57 |
1.08 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-19 |
3.86 |
| Low (YTD): |
2024-05-23 |
1.08 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
296.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
