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UBS Call 70 NEE 20.09.2024/  CH1280713475  /

EUWAX
2024-08-09  8:12:06 AM Chg.+0.010 Bid10:00:13 PM Ask10:00:13 PM Underlying Strike price Expiration date Option type
0.720EUR +1.41% -
Bid Size: -		 -
Ask Size: -		 NextEra Energy Inc 70.00 USD 2024-09-20 Call
 

Master data

WKN: UL4X2F
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 2024-09-20
Issue date: 2023-07-11
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.65
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.68
Implied volatility: 0.40
Historic volatility: 0.28
Parity: 0.68
Time value: 0.14
Break-even: 72.33
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.18
Spread abs.: 0.07
Spread %: 9.33%
Delta: 0.80
Theta: -0.04
Omega: 6.95
Rho: 0.05
 

Quote data

Open: 0.720
High: 0.720
Low: 0.720
Previous Close: 0.710
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month  
+71.43%
3 Months     0.00%
YTD  
+148.28%
1 Year
  -2.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.710
1M High / 1M Low: 0.780 0.340
6M High / 6M Low: 1.110 0.065
High (YTD): 2024-06-03 1.110
Low (YTD): 2024-02-29 0.065
52W High: 2024-06-03 1.110
52W Low: 2024-02-29 0.065
Avg. price 1W:   0.746
Avg. volume 1W:   0.000
Avg. price 1M:   0.553
Avg. volume 1M:   0.000
Avg. price 6M:   0.413
Avg. volume 6M:   0.000
Avg. price 1Y:   0.374
Avg. volume 1Y:   0.000
Volatility 1M:   341.28%
Volatility 6M:   249.68%
Volatility 1Y:   224.03%
Volatility 3Y:   -