UBS Call 80 NEE 17.01.2025
/ DE000UM5LBN6
UBS Call 80 NEE 17.01.2025/ DE000UM5LBN6 /
| 11/18/2024 8:16:47 AM |
Chg.-0.036 |
Bid8:16:47 AM |
Ask8:16:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.153EUR |
-19.05% |
0.153
Bid Size: 5,000 |
0.245
Ask Size: 5,000 |
NextEra Energy Inc |
80.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
5/16/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
35.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
-0.35 |
| Time value: |
0.21 |
| Break-even: |
78.06 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.02 |
| Spread %: |
10.11% |
| Delta: |
0.38 |
| Theta: |
-0.03 |
| Omega: |
13.33 |
| Rho: |
0.04 |
Quote data
| Open: |
0.153 |
| High: |
0.153 |
| Low: |
0.152 |
| Previous Close: |
0.189 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.39% |
| 1 Month |
|
|
-79.32% |
| 3 Months |
|
|
-69.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.189 |
0.126 |
| 1M High / 1M Low: |
0.740 |
0.126 |
| 6M High / 6M Low: |
0.860 |
0.126 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.155 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.389 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.498 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
382.14% |
| Volatility 6M: |
|
241.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
