UBS Call 57 NEE 21.03.2025
/ CH1326166316
UBS Call 57 NEE 21.03.2025/ CH1326166316 /
| 8/15/2024 8:17:40 AM |
Chg.-0.020 |
Bid9:55:35 PM |
Ask9:55:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.030EUR |
-0.98% |
-
Bid Size: - |
-
Ask Size: - |
NextEra Energy Inc |
57.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
UM1932 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
57.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
2/15/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.27 |
| Parity: |
1.38 |
| Time value: |
0.70 |
| Break-even: |
77.80 |
| Moneyness: |
1.24 |
| Premium: |
0.10 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
0.97% |
| Delta: |
0.77 |
| Theta: |
-0.03 |
| Omega: |
2.63 |
| Rho: |
0.20 |
Quote data
| Open: |
2.030 |
| High: |
2.030 |
| Low: |
2.030 |
| Previous Close: |
2.050 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.98% |
| 1 Month |
|
|
+25.31% |
| 3 Months |
|
|
+0.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.060 |
2.020 |
| 1M High / 1M Low: |
2.120 |
1.530 |
| 6M High / 6M Low: |
2.200 |
0.550 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.046 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.857 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.445 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.38% |
| Volatility 6M: |
|
101.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
