OverviewChartNewsTraderScreen

UBS Call 75 NEE 20.09.2024/  CH1272024717  /

EUWAX
2024-06-28  9:19:29 AM Chg.+0.030 Bid10:00:14 PM Ask10:00:14 PM Underlying Strike price Expiration date Option type
0.290EUR +11.54% -
Bid Size: -		 -
Ask Size: -		 NextEra Energy Inc 75.00 - 2024-09-20 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: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.76
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.27
Parity: -0.89
Time value: 0.25
Break-even: 77.47
Moneyness: 0.88
Premium: 0.17
Premium p.a.: 1.01
Spread abs.: 0.07
Spread %: 38.76%
Delta: 0.32
Theta: -0.03
Omega: 8.45
Rho: 0.04
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.00%
1 Month
  -42.00%
3 Months  
+133.87%
YTD  
+75.76%
1 Year
  -63.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.260
1M High / 1M Low: 0.740 0.138
6M High / 6M Low: 0.740 0.025
High (YTD): 2024-06-03 0.740
Low (YTD): 2024-03-01 0.025
52W High: 2023-07-21 0.880
52W Low: 2024-03-01 0.025
Avg. price 1W:   0.282
Avg. volume 1W:   0.000
Avg. price 1M:   0.372
Avg. volume 1M:   0.000
Avg. price 6M:   0.193
Avg. volume 6M:   0.000
Avg. price 1Y:   0.275
Avg. volume 1Y:   0.000
Volatility 1M:   371.04%
Volatility 6M:   292.37%
Volatility 1Y:   250.96%
Volatility 3Y:   -