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UBS Call 75 NEE 20.09.2024/  CH1272024717  /

Frankfurt Zert./UBS
17/07/2024  19:40:13 Chg.-0.030 Bid21:35:28 Ask21:35:28 Underlying Strike price Expiration date Option type
0.183EUR -14.08% 0.165
Bid Size: 10,000		 0.183
Ask Size: 10,000		 NextEra Energy Inc 75.00 - 20/09/2024 Call
 

Master data

WKN: UL56KQ
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 20/09/2024
Issue date: 15/06/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.18
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.27
Parity: -0.90
Time value: 0.23
Break-even: 77.34
Moneyness: 0.88
Premium: 0.17
Premium p.a.: 1.45
Spread abs.: 0.02
Spread %: 8.33%
Delta: 0.31
Theta: -0.04
Omega: 8.62
Rho: 0.03
 

Quote data

Open: 0.169
High: 0.206
Low: 0.163
Previous Close: 0.213
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -17.57%
1 Month
  -39.00%
3 Months  
+59.13%
YTD  
+10.91%
1 Year
  -74.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.213
1M High / 1M Low: 0.430 0.140
6M High / 6M Low: 0.680 0.031
High (YTD): 31/05/2024 0.680
Low (YTD): 04/03/2024 0.031
52W High: 24/07/2023 0.880
52W Low: 04/03/2024 0.031
Avg. price 1W:   0.287
Avg. volume 1W:   0.000
Avg. price 1M:   0.238
Avg. volume 1M:   0.000
Avg. price 6M:   0.211
Avg. volume 6M:   118.110
Avg. price 1Y:   0.258
Avg. volume 1Y:   58.594
Volatility 1M:   441.16%
Volatility 6M:   307.96%
Volatility 1Y:   264.96%
Volatility 3Y:   -