OverviewChartNewsTraderScreen

UBS Call 75 NEE 20.09.2024/  CH1272024717  /

EUWAX
16/08/2024  09:24:24 Chg.-0.040 Bid22:00:20 Ask22:00:20 Underlying Strike price Expiration date Option type
0.340EUR -10.53% -
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: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.11%
1 Month  
+107.32%
3 Months
  -34.62%
YTD  
+106.06%
1 Year
  -30.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.340
1M High / 1M Low: 0.490 0.134
6M High / 6M Low: 0.740 0.025
High (YTD): 03/06/2024 0.740
Low (YTD): 01/03/2024 0.025
52W High: 03/06/2024 0.740
52W Low: 01/03/2024 0.025
Avg. price 1W:   0.368
Avg. volume 1W:   0.000
Avg. price 1M:   0.300
Avg. volume 1M:   0.000
Avg. price 6M:   0.237
Avg. volume 6M:   0.000
Avg. price 1Y:   0.218
Avg. volume 1Y:   0.000
Volatility 1M:   352.92%
Volatility 6M:   342.98%
Volatility 1Y:   294.07%
Volatility 3Y:   -