OverviewChartNewsTraderScreen

UBS Call 75 NEE 20.09.2024/  CH1272024717  /

Frankfurt Zert./UBS
16/08/2024  08:12:25 Chg.-0.050 Bid21:55:53 Ask21:55:53 Underlying Strike price Expiration date Option type
0.330EUR -13.16% -
Bid Size: -		 -
Ask Size: -		 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: 17.64
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.27
Parity: -0.45
Time value: 0.40
Break-even: 79.00
Moneyness: 0.94
Premium: 0.12
Premium p.a.: 2.25
Spread abs.: 0.07
Spread %: 21.21%
Delta: 0.43
Theta: -0.08
Omega: 7.53
Rho: 0.03
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.380
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -21.43%
1 Month  
+54.93%
3 Months
  -42.11%
YTD  
+100.00%
1 Year
  -32.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.380
1M High / 1M Low: 0.490 0.183
6M High / 6M Low: 0.680 0.031
High (YTD): 31/05/2024 0.680
Low (YTD): 04/03/2024 0.031
52W High: 31/05/2024 0.680
52W Low: 04/03/2024 0.031
Avg. price 1W:   0.402
Avg. volume 1W:   0.000
Avg. price 1M:   0.335
Avg. volume 1M:   0.000
Avg. price 6M:   0.259
Avg. volume 6M:   0.000
Avg. price 1Y:   0.230
Avg. volume 1Y:   58.594
Volatility 1M:   273.65%
Volatility 6M:   304.43%
Volatility 1Y:   273.79%
Volatility 3Y:   -