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UBS Call 75 NEE 20.12.2024/  CH1251046616  /

Frankfurt Zert./UBS
11/15/2024  7:37:48 PM Chg.+0.040 Bid9:52:18 PM Ask9:52:18 PM Underlying Strike price Expiration date Option type
0.310EUR +14.81% -
Bid Size: -		 -
Ask Size: -		 NextEra Energy Inc 75.00 USD 12/20/2024 Call
 

Master data

WKN: UL1MZB
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: NextEra Energy Inc
Type: Warrant
Option type: Call
Strike price: 75.00 USD
Maturity: 12/20/2024
Issue date: 2/21/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 29.01
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.13
Implied volatility: 0.19
Historic volatility: 0.24
Parity: 0.13
Time value: 0.12
Break-even: 73.74
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 5.93%
Delta: 0.65
Theta: -0.03
Omega: 18.89
Rho: 0.04
 

Quote data

Open: 0.200
High: 0.310
Low: 0.200
Previous Close: 0.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.43%
1 Month
  -69.31%
3 Months
  -48.33%
YTD  
+19.23%
1 Year  
+67.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.181
1M High / 1M Low: 1.010 0.181
6M High / 6M Low: 1.130 0.181
High (YTD): 10/1/2024 1.130
Low (YTD): 3/4/2024 0.073
52W High: 10/1/2024 1.130
52W Low: 3/4/2024 0.073
Avg. price 1W:   0.252
Avg. volume 1W:   0.000
Avg. price 1M:   0.585
Avg. volume 1M:   0.000
Avg. price 6M:   0.686
Avg. volume 6M:   0.000
Avg. price 1Y:   0.460
Avg. volume 1Y:   0.000
Volatility 1M:   420.02%
Volatility 6M:   231.23%
Volatility 1Y:   210.22%
Volatility 3Y:   -