UBS Call 50 NEE 20.12.2024
/ CH1297160199
UBS Call 50 NEE 20.12.2024/ CH1297160199 /
| 09/09/2024 08:19:08 |
Chg.-0.01 |
Bid09:19:41 |
Ask09:19:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.76EUR |
-0.36% |
-
Bid Size: - |
-
Ask Size: - |
NextEra Energy Inc |
50.00 - |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
19/12/2024 |
| 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: |
2.76 |
| High: |
2.76 |
| Low: |
2.76 |
| Previous Close: |
2.77 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.08% |
| 1 Month |
|
|
+9.52% |
| 3 Months |
|
|
+8.66% |
| YTD |
|
|
+105.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.85 |
2.73 |
| 1M High / 1M Low: |
2.85 |
2.51 |
| 6M High / 6M Low: |
2.85 |
1.05 |
| High (YTD): |
05/09/2024 |
2.85 |
| Low (YTD): |
05/03/2024 |
0.86 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.11 |
| Avg. volume 6M: |
|
17.64 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
36.35% |
| Volatility 6M: |
|
76.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
