UBS Call 75 NEE 20.06.2025
/ DE000UM5WBN3
UBS Call 75 NEE 20.06.2025/ DE000UM5WBN3 /
2024-09-11 6:18:34 PM |
Chg.+0.040 |
Bid6:18:34 PM |
Ask6:18:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.280EUR |
+3.23% |
1.280 Bid Size: 10,000 |
1.300 Ask Size: 10,000 |
NextEra Energy Inc |
75.00 USD |
2025-06-20 |
Call |
Master data
WKN: |
UM5WBN |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
NextEra Energy Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 USD |
Maturity: |
2025-06-20 |
Issue date: |
2024-05-16 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.18 |
Intrinsic value: |
0.66 |
Implied volatility: |
0.31 |
Historic volatility: |
0.27 |
Parity: |
0.66 |
Time value: |
0.59 |
Break-even: |
80.56 |
Moneyness: |
1.10 |
Premium: |
0.08 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
0.81% |
Delta: |
0.72 |
Theta: |
-0.02 |
Omega: |
4.30 |
Rho: |
0.32 |
Quote data
Open: |
1.180 |
High: |
1.290 |
Low: |
1.180 |
Previous Close: |
1.240 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.34% |
1 Month |
|
|
+36.17% |
3 Months |
|
|
+72.97% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.240 |
1.060 |
1M High / 1M Low: |
1.240 |
0.870 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.138 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.033 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
89.77% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |