UBS Call 73 NEE 20.09.2024
/ CH1272024709
UBS Call 73 NEE 20.09.2024/ CH1272024709 /
| 9/18/2024 9:30:06 AM |
Chg.-0.01 |
Bid9/18/2024 |
Ask9/18/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.03EUR |
-0.96% |
1.03
Bid Size: 2,500 |
-
Ask Size: - |
NextEra Energy Inc |
73.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
UL5805 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
73.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
6/15/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
4.00 |
| Historic volatility: |
0.27 |
| Parity: |
0.34 |
| Time value: |
0.72 |
| Break-even: |
83.60 |
| Moneyness: |
1.05 |
| Premium: |
0.09 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.62 |
| Theta: |
-2.16 |
| Omega: |
4.46 |
| Rho: |
0.00 |
Quote data
| Open: |
1.03 |
| High: |
1.03 |
| Low: |
1.03 |
| Previous Close: |
1.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.77% |
| 1 Month |
|
|
+119.15% |
| 3 Months |
|
|
+281.48% |
| YTD |
|
|
+368.18% |
| 1 Year |
|
|
+94.34% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.04 |
0.86 |
| 1M High / 1M Low: |
1.04 |
0.53 |
| 6M High / 6M Low: |
1.04 |
0.09 |
| High (YTD): |
9/17/2024 |
1.04 |
| Low (YTD): |
3/1/2024 |
0.04 |
| 52W High: |
9/17/2024 |
1.04 |
| 52W Low: |
3/1/2024 |
0.04 |
| Avg. price 1W: |
|
0.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.29 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
144.28% |
| Volatility 6M: |
|
272.58% |
| Volatility 1Y: |
|
256.92% |
| Volatility 3Y: |
|
- |
