UBS Call 67 NEE 20.12.2024
/ CH1278958322
UBS Call 67 NEE 20.12.2024/ CH1278958322 /
| 18/10/2024 08:32:40 |
Chg.-0.05 |
Bid22:00:21 |
Ask22:00:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.62EUR |
-2.99% |
-
Bid Size: - |
-
Ask Size: - |
NextEra Energy Inc |
67.00 - |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
06/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.24 |
| Parity: |
1.04 |
| Time value: |
0.60 |
| Break-even: |
83.40 |
| Moneyness: |
1.15 |
| Premium: |
0.08 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.01 |
| Spread %: |
0.61% |
| Delta: |
0.73 |
| Theta: |
-0.08 |
| Omega: |
3.42 |
| Rho: |
0.07 |
Quote data
| Open: |
1.62 |
| High: |
1.62 |
| Low: |
1.62 |
| Previous Close: |
1.67 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.12% |
| 1 Month |
|
|
-5.26% |
| 3 Months |
|
|
+128.17% |
| YTD |
|
|
+237.50% |
| 1 Year |
|
|
+390.91% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.67 |
1.36 |
| 1M High / 1M Low: |
1.73 |
1.31 |
| 6M High / 6M Low: |
1.73 |
0.46 |
| High (YTD): |
04/10/2024 |
1.73 |
| Low (YTD): |
29/02/2024 |
0.19 |
| 52W High: |
04/10/2024 |
1.73 |
| 52W Low: |
29/02/2024 |
0.19 |
| Avg. price 1W: |
|
1.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.12 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.75 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
107.16% |
| Volatility 6M: |
|
133.75% |
| Volatility 1Y: |
|
143.53% |
| Volatility 3Y: |
|
- |
