UBS Call 75 NEE 20.09.2024
/ CH1272024717
UBS Call 75 NEE 20.09.2024/ CH1272024717 /
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: |
|
- |