UBS Call 70 NEE 20.12.2024
/ CH1280713483
UBS Call 70 NEE 20.12.2024/ CH1280713483 /
| 15/11/2024 21:56:51 |
Chg.+0.090 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+16.36% |
-
Bid Size: - |
-
Ask Size: - |
NextEra Energy Inc |
70.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
UL4YWL |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
11/07/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
0.60 |
| Time value: |
0.06 |
| Break-even: |
73.09 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
3.13% |
| Delta: |
0.87 |
| Theta: |
-0.02 |
| Omega: |
9.61 |
| Rho: |
0.05 |
Quote data
| Open: |
0.510 |
| High: |
0.670 |
| Low: |
0.510 |
| Previous Close: |
0.550 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.92% |
| 1 Month |
|
|
-54.61% |
| 3 Months |
|
|
-36.63% |
| YTD |
|
|
+68.42% |
| 1 Year |
|
|
+120.69% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.470 |
| 1M High / 1M Low: |
1.440 |
0.470 |
| 6M High / 6M Low: |
1.540 |
0.470 |
| High (YTD): |
01/10/2024 |
1.540 |
| Low (YTD): |
28/02/2024 |
0.148 |
| 52W High: |
01/10/2024 |
1.540 |
| 52W Low: |
28/02/2024 |
0.148 |
| Avg. price 1W: |
|
0.552 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.914 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.995 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.681 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
268.79% |
| Volatility 6M: |
|
179.34% |
| Volatility 1Y: |
|
169.45% |
| Volatility 3Y: |
|
- |
