UBS Call 59 NEE 20.06.2025
/ CH1312549004
UBS Call 59 NEE 20.06.2025/ CH1312549004 /
| 9/18/2024 11:03:57 AM |
Chg.+0.020 |
Bid11:53:10 AM |
Ask11:53:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.510EUR |
+0.80% |
2.510
Bid Size: 5,000 |
2.570
Ask Size: 5,000 |
NextEra Energy Inc |
59.00 - |
6/20/2025 |
Call |
Master data
| WKN: |
UM0P7K |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
59.00 - |
| Maturity: |
6/20/2025 |
| Issue date: |
1/18/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.97 |
| Intrinsic value: |
1.74 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.27 |
| Parity: |
1.74 |
| Time value: |
0.79 |
| Break-even: |
84.30 |
| Moneyness: |
1.29 |
| Premium: |
0.10 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.40% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
2.38 |
| Rho: |
0.26 |
Quote data
| Open: |
2.490 |
| High: |
2.510 |
| Low: |
2.490 |
| Previous Close: |
2.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.15% |
| 1 Month |
|
|
+33.51% |
| 3 Months |
|
|
+76.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.540 |
2.410 |
| 1M High / 1M Low: |
2.540 |
1.990 |
| 6M High / 6M Low: |
2.540 |
0.830 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.476 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.195 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.659 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
40.85% |
| Volatility 6M: |
|
86.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
