UBS Call 59 NEE 21.03.2025
/ CH1326166324
UBS Call 59 NEE 21.03.2025/ CH1326166324 /
| 10/11/2024 9:54:59 PM |
Chg.+0.040 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.200EUR |
+1.85% |
-
Bid Size: - |
-
Ask Size: - |
NextEra Energy Inc |
59.00 - |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
2/15/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
1.59 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.24 |
| Parity: |
1.59 |
| Time value: |
0.63 |
| Break-even: |
81.20 |
| Moneyness: |
1.27 |
| Premium: |
0.08 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
0.91% |
| Delta: |
0.78 |
| Theta: |
-0.04 |
| Omega: |
2.64 |
| Rho: |
0.16 |
Quote data
| Open: |
2.100 |
| High: |
2.200 |
| Low: |
2.050 |
| Previous Close: |
2.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
-10.93% |
| 3 Months |
|
|
+22.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.200 |
2.090 |
| 1M High / 1M Low: |
2.530 |
2.090 |
| 6M High / 6M Low: |
2.530 |
0.840 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.134 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.348 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.788 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.56% |
| Volatility 6M: |
|
96.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
