UBS Call 59 NEE 21.03.2025
/ CH1326166324
UBS Call 59 NEE 21.03.2025/ CH1326166324 /
| 18/09/2024 09:22:39 |
Chg.0.000 |
Bid09:32:08 |
Ask09:32:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.440EUR |
0.00% |
2.430
Bid Size: 2,500 |
2.530
Ask Size: 2,500 |
NextEra Energy Inc |
59.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
UM2LEC |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
59.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
15/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.88 |
| Intrinsic value: |
1.74 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.27 |
| Parity: |
1.74 |
| Time value: |
0.74 |
| Break-even: |
83.80 |
| Moneyness: |
1.29 |
| Premium: |
0.10 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
0.81% |
| Delta: |
0.79 |
| Theta: |
-0.03 |
| Omega: |
2.42 |
| Rho: |
0.18 |
Quote data
| Open: |
2.440 |
| High: |
2.440 |
| Low: |
2.440 |
| Previous Close: |
2.440 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.83% |
| 1 Month |
|
|
+34.81% |
| 3 Months |
|
|
+83.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.470 |
2.350 |
| 1M High / 1M Low: |
2.470 |
1.920 |
| 6M High / 6M Low: |
2.470 |
0.750 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.420 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.137 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.587 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
43.05% |
| Volatility 6M: |
|
92.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
