UBS Call 53 NEE 20.06.2025
/ CH1326166357
UBS Call 53 NEE 20.06.2025/ CH1326166357 /
| 8/15/2024 8:50:02 AM |
Chg.0.00 |
Bid10:00:20 PM |
Ask10:00:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.40EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
NextEra Energy Inc |
53.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
UM2PR0 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
53.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
2/15/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.02 |
| Intrinsic value: |
1.78 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.27 |
| Parity: |
1.78 |
| Time value: |
0.67 |
| Break-even: |
77.50 |
| Moneyness: |
1.34 |
| Premium: |
0.09 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.82% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
2.34 |
| Rho: |
0.28 |
Quote data
| Open: |
2.40 |
| High: |
2.40 |
| Low: |
2.40 |
| Previous Close: |
2.40 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.27% |
| 1 Month |
|
|
+10.09% |
| 3 Months |
|
|
+5.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.40 |
2.36 |
| 1M High / 1M Low: |
2.42 |
1.84 |
| 6M High / 6M Low: |
2.70 |
0.79 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.85% |
| Volatility 6M: |
|
78.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
