UBS Call 80 NEE 17.01.2025
/ DE000UM5LBN6
UBS Call 80 NEE 17.01.2025/ DE000UM5LBN6 /
| 11/09/2024 21:54:37 |
Chg.+0.060 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
+8.33% |
-
Bid Size: - |
-
Ask Size: - |
NextEra Energy Inc |
80.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
UM5LBN |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
16/05/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.27 |
| Parity: |
0.21 |
| Time value: |
0.53 |
| Break-even: |
79.99 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
2.78% |
| Delta: |
0.62 |
| Theta: |
-0.03 |
| Omega: |
6.25 |
| Rho: |
0.14 |
Quote data
| Open: |
0.670 |
| High: |
0.790 |
| Low: |
0.670 |
| Previous Close: |
0.720 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.18% |
| 1 Month |
|
|
+59.18% |
| 3 Months |
|
|
+116.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.560 |
| 1M High / 1M Low: |
0.720 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.634 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.550 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
