UBS Call 60 NEE 20.09.2024
/ CH1297160173
UBS Call 60 NEE 20.09.2024/ CH1297160173 /
| 2024-08-16 8:05:54 AM |
Chg.-0.050 |
Bid3:06:29 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.570EUR |
-3.09% |
-
Bid Size: - |
-
Ask Size: - |
NextEra Energy Inc |
60.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UL743F |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-08-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
1.21 |
| Implied volatility: |
1.66 |
| Historic volatility: |
0.27 |
| Parity: |
1.21 |
| Time value: |
0.36 |
| Break-even: |
75.70 |
| Moneyness: |
1.20 |
| Premium: |
0.05 |
| Premium p.a.: |
2.85 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.63% |
| Delta: |
0.77 |
| Theta: |
-0.26 |
| Omega: |
3.55 |
| Rho: |
0.01 |
Quote data
| Open: |
1.570 |
| High: |
1.570 |
| Low: |
1.570 |
| Previous Close: |
1.620 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-3.68% |
| 3 Months |
|
|
-3.09% |
| YTD |
|
|
+137.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.640 |
1.570 |
| 6M High / 6M Low: |
1.810 |
0.360 |
| High (YTD): |
2024-05-31 |
1.810 |
| Low (YTD): |
2024-03-04 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.617 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.171 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
33.53% |
| Volatility 6M: |
|
137.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
