UBS Call 75 NEE 17.01.2025
/ DE000UM5PNZ6
UBS Call 75 NEE 17.01.2025/ DE000UM5PNZ6 /
| 2024-11-15 9:55:55 PM |
Chg.+0.070 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
+21.21% |
-
Bid Size: - |
-
Ask Size: - |
NextEra Energy Inc |
75.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
UM5PNZ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-05-16 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
0.13 |
| Time value: |
0.29 |
| Break-even: |
75.44 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.02 |
| Spread %: |
5.00% |
| Delta: |
0.60 |
| Theta: |
-0.03 |
| Omega: |
10.39 |
| Rho: |
0.07 |
Quote data
| Open: |
0.300 |
| High: |
0.420 |
| Low: |
0.300 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.26% |
| 1 Month |
|
|
-62.62% |
| 3 Months |
|
|
-45.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.280 |
| 1M High / 1M Low: |
1.080 |
0.280 |
| 6M High / 6M Low: |
1.200 |
0.280 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.336 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.641 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.739 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
312.78% |
| Volatility 6M: |
|
202.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
