UBS Call 67 NEE 20.12.2024
/ CH1278958322
UBS Call 67 NEE 20.12.2024/ CH1278958322 /
| 2024-08-15 8:27:55 AM |
Chg.-0.020 |
Bid9:55:32 PM |
Ask9:55:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.170EUR |
-1.68% |
-
Bid Size: - |
-
Ask Size: - |
NextEra Energy Inc |
67.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UL73H9 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
67.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-06 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.27 |
| Parity: |
0.38 |
| Time value: |
0.84 |
| Break-even: |
79.20 |
| Moneyness: |
1.06 |
| Premium: |
0.12 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.02 |
| Spread %: |
1.67% |
| Delta: |
0.64 |
| Theta: |
-0.04 |
| Omega: |
3.74 |
| Rho: |
0.12 |
Quote data
| Open: |
1.170 |
| High: |
1.170 |
| Low: |
1.170 |
| Previous Close: |
1.190 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.31% |
| 1 Month |
|
|
+42.68% |
| 3 Months |
|
|
-4.88% |
| YTD |
|
|
+148.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.210 |
1.160 |
| 1M High / 1M Low: |
1.260 |
0.760 |
| 6M High / 6M Low: |
1.350 |
0.179 |
| High (YTD): |
2024-05-31 |
1.350 |
| Low (YTD): |
2024-03-04 |
0.179 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.194 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.032 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.755 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.29% |
| Volatility 6M: |
|
160.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
