UBS Call 75 NEE 21.03.2025
/ DE000UM5MEQ1
UBS Call 75 NEE 21.03.2025/ DE000UM5MEQ1 /
| 2024-11-15 9:55:55 PM |
Chg.+0.070 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+14.00% |
-
Bid Size: - |
-
Ask Size: - |
NextEra Energy Inc |
75.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
UM5MEQ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-16 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
0.13 |
| Time value: |
0.46 |
| Break-even: |
77.14 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
3.51% |
| Delta: |
0.60 |
| Theta: |
-0.02 |
| Omega: |
7.37 |
| Rho: |
0.13 |
Quote data
| Open: |
0.460 |
| High: |
0.590 |
| Low: |
0.460 |
| Previous Close: |
0.500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.56% |
| 1 Month |
|
|
-50.43% |
| 3 Months |
|
|
-32.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.440 |
| 1M High / 1M Low: |
1.200 |
0.440 |
| 6M High / 6M Low: |
1.290 |
0.440 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.502 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.793 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.840 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.12% |
| Volatility 6M: |
|
172.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
