UBS Call 77 NEE 20.09.2024
/ CH1272024725
UBS Call 77 NEE 20.09.2024/ CH1272024725 /
| 2024-07-16 9:56:48 PM |
Chg.+0.027 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.156EUR |
+20.93% |
-
Bid Size: - |
-
Ask Size: - |
NextEra Energy Inc |
77.00 - |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-06-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
44.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.27 |
| Parity: |
-1.19 |
| Time value: |
0.15 |
| Break-even: |
78.48 |
| Moneyness: |
0.85 |
| Premium: |
0.21 |
| Premium p.a.: |
1.81 |
| Spread abs.: |
0.02 |
| Spread %: |
14.73% |
| Delta: |
0.23 |
| Theta: |
-0.03 |
| Omega: |
9.95 |
| Rho: |
0.02 |
Quote data
| Open: |
0.094 |
| High: |
0.163 |
| Low: |
0.090 |
| Previous Close: |
0.129 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.29% |
| 1 Month |
|
|
-37.35% |
| 3 Months |
|
|
+136.36% |
| YTD |
|
|
+10.64% |
| 1 Year |
|
|
-75.63% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.129 |
| 1M High / 1M Low: |
0.310 |
0.090 |
| 6M High / 6M Low: |
0.620 |
0.025 |
| High (YTD): |
2024-05-31 |
0.620 |
| Low (YTD): |
2024-02-29 |
0.025 |
| 52W High: |
2023-07-21 |
0.780 |
| 52W Low: |
2024-02-29 |
0.025 |
| Avg. price 1W: |
|
0.198 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.174 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.166 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.215 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
501.35% |
| Volatility 6M: |
|
336.86% |
| Volatility 1Y: |
|
279.93% |
| Volatility 3Y: |
|
- |
