UBS Put 31 PFE 21.06.2024
/ DE000UM01ZS5
UBS Put 31 PFE 21.06.2024/ DE000UM01ZS5 /
| 2024-06-04 4:11:36 PM |
Chg.-0.80 |
Bid8:01:22 PM |
Ask8:01:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.55EUR |
-34.04% |
1.64
Bid Size: 2,500 |
1.65
Ask Size: 2,500 |
Pfizer Inc |
31.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
UM01ZS |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Pfizer Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
31.00 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: |
-14.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
1.55 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.22 |
| Parity: |
1.55 |
| Time value: |
0.32 |
| Break-even: |
26.55 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
0.54% |
| Delta: |
-0.73 |
| Theta: |
-0.02 |
| Omega: |
-10.42 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.81 |
| High: |
1.81 |
| Low: |
1.55 |
| Previous Close: |
2.35 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.57% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-54.14% |
| YTD |
|
|
-34.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.00 |
2.14 |
| 1M High / 1M Low: |
3.30 |
1.69 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-19 |
4.23 |
| Low (YTD): |
2024-05-23 |
1.69 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
232.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
