UBS Call 59 NEE 20.09.2024
/ CH1297160165
UBS Call 59 NEE 20.09.2024/ CH1297160165 /
| 8/16/2024 8:19:57 AM |
Chg.- |
Bid10:00:21 PM |
Ask10:00:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.66EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
NextEra Energy Inc |
59.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
UL8N9H |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
59.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
8/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.32 |
| Intrinsic value: |
1.31 |
| Implied volatility: |
1.86 |
| Historic volatility: |
0.27 |
| Parity: |
1.31 |
| Time value: |
0.35 |
| Break-even: |
75.60 |
| Moneyness: |
1.22 |
| Premium: |
0.05 |
| Premium p.a.: |
3.73 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.60% |
| Delta: |
0.78 |
| Theta: |
-0.31 |
| Omega: |
3.41 |
| Rho: |
0.01 |
Quote data
| Open: |
1.66 |
| High: |
1.66 |
| Low: |
1.66 |
| Previous Close: |
1.71 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-1.78% |
| YTD |
|
|
+130.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.71 |
1.66 |
| 6M High / 6M Low: |
2.01 |
0.44 |
| High (YTD): |
6/3/2024 |
2.01 |
| Low (YTD): |
2/29/2024 |
0.31 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.22 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
27.91% |
| Volatility 6M: |
|
130.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
