UBS Call 77 NEE 20.09.2024
/ CH1272024725
UBS Call 77 NEE 20.09.2024/ CH1272024725 /
| 8/15/2024 9:27:24 AM |
Chg.-0.010 |
Bid10:00:19 PM |
Ask10:00:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-3.70% |
-
Bid Size: - |
-
Ask Size: - |
NextEra Energy Inc |
77.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
UL56L2 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
6/15/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.27 |
| Parity: |
-0.62 |
| Time value: |
0.32 |
| Break-even: |
80.20 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
2.52 |
| Spread abs.: |
0.02 |
| Spread %: |
6.67% |
| Delta: |
0.38 |
| Theta: |
-0.07 |
| Omega: |
8.31 |
| Rho: |
0.02 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.14% |
| 1 Month |
|
|
+6.12% |
| 3 Months |
|
|
-33.33% |
| YTD |
|
|
+83.10% |
| 1 Year |
|
|
-36.59% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.260 |
| 1M High / 1M Low: |
0.380 |
0.084 |
| 6M High / 6M Low: |
0.620 |
0.015 |
| High (YTD): |
6/3/2024 |
0.620 |
| Low (YTD): |
3/1/2024 |
0.015 |
| 52W High: |
6/3/2024 |
0.620 |
| 52W Low: |
3/1/2024 |
0.015 |
| Avg. price 1W: |
|
0.266 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.205 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.176 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.176 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
588.44% |
| Volatility 6M: |
|
442.96% |
| Volatility 1Y: |
|
354.42% |
| Volatility 3Y: |
|
- |
