UBS Call 50 NEE 20.12.2024
/ CH1297160199
UBS Call 50 NEE 20.12.2024/ CH1297160199 /
| 2024-09-06 7:40:08 PM |
Chg.-0.030 |
Bid8:25:26 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.780EUR |
-1.07% |
-
Bid Size: - |
-
Ask Size: - |
NextEra Energy Inc |
50.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UL769L |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.26 |
| Intrinsic value: |
2.21 |
| Implied volatility: |
1.08 |
| Historic volatility: |
0.27 |
| Parity: |
2.21 |
| Time value: |
0.56 |
| Break-even: |
77.70 |
| Moneyness: |
1.44 |
| Premium: |
0.08 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.83 |
| Theta: |
-0.05 |
| Omega: |
2.16 |
| Rho: |
0.09 |
Quote data
| Open: |
2.760 |
| High: |
2.850 |
| Low: |
2.750 |
| Previous Close: |
2.810 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.42% |
| 1 Month |
|
|
+6.92% |
| 3 Months |
|
|
+8.17% |
| YTD |
|
|
+107.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.860 |
2.780 |
| 1M High / 1M Low: |
2.860 |
2.510 |
| 6M High / 6M Low: |
2.860 |
0.990 |
| High (YTD): |
2024-09-03 |
2.860 |
| Low (YTD): |
2024-03-04 |
0.830 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.822 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.691 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.139 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
36.39% |
| Volatility 6M: |
|
77.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
