UBS Call 50 NEE 20.12.2024
/ CH1297160199
UBS Call 50 NEE 20.12.2024/ CH1297160199 /
| 2024-07-09 5:54:11 PM |
Chg.+0.030 |
Bid5:54:11 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.140EUR |
+1.42% |
2.140
Bid Size: 10,000 |
-
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: |
3.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.76 |
| Intrinsic value: |
1.66 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.27 |
| Parity: |
1.66 |
| Time value: |
0.45 |
| Break-even: |
71.10 |
| Moneyness: |
1.33 |
| Premium: |
0.07 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.82 |
| Theta: |
-0.03 |
| Omega: |
2.58 |
| Rho: |
0.15 |
Quote data
| Open: |
2.090 |
| High: |
2.140 |
| Low: |
2.070 |
| Previous Close: |
2.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.08% |
| 1 Month |
|
|
-13.71% |
| 3 Months |
|
|
+33.75% |
| YTD |
|
|
+59.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.110 |
1.980 |
| 1M High / 1M Low: |
2.620 |
1.930 |
| 6M High / 6M Low: |
2.810 |
0.870 |
| High (YTD): |
2024-05-31 |
2.810 |
| Low (YTD): |
2024-03-04 |
0.870 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.074 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.177 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.640 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.94% |
| Volatility 6M: |
|
85.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
