UBS Call 77 NEE 19.12.2025
/ DE000UM5LC06
UBS Call 77 NEE 19.12.2025/ DE000UM5LC06 /
9/11/2024 9:46:00 PM |
Chg.+0.060 |
Bid9:46:00 PM |
Ask9:46:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.390EUR |
+4.51% |
1.390 Bid Size: 10,000 |
1.410 Ask Size: 10,000 |
NextEra Energy Inc |
77.00 USD |
12/19/2025 |
Call |
Master data
WKN: |
UM5LC0 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
NextEra Energy Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
77.00 USD |
Maturity: |
12/19/2025 |
Issue date: |
5/16/2024 |
Last trading day: |
12/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.31 |
Intrinsic value: |
0.48 |
Implied volatility: |
0.28 |
Historic volatility: |
0.27 |
Parity: |
0.48 |
Time value: |
0.86 |
Break-even: |
83.27 |
Moneyness: |
1.07 |
Premium: |
0.12 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
0.75% |
Delta: |
0.69 |
Theta: |
-0.01 |
Omega: |
3.87 |
Rho: |
0.49 |
Quote data
Open: |
1.270 |
High: |
1.400 |
Low: |
1.270 |
Previous Close: |
1.330 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.20% |
1 Month |
|
|
+33.65% |
3 Months |
|
|
+63.53% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.330 |
1.160 |
1M High / 1M Low: |
1.330 |
0.970 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.230 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.130 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
79.88% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |