UBS Call 80 NEE 20.09.2024
/ CH1272024733
UBS Call 80 NEE 20.09.2024/ CH1272024733 /
8/9/2024 9:56:45 PM |
Chg.-0.008 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.159EUR |
-4.79% |
- Bid Size: - |
- Ask Size: - |
NextEra Energy Inc |
80.00 - |
9/20/2024 |
Call |
Master data
WKN: |
UL58QW |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
NextEra Energy Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 - |
Maturity: |
9/20/2024 |
Issue date: |
6/15/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
31.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.56 |
Historic volatility: |
0.28 |
Parity: |
-0.90 |
Time value: |
0.23 |
Break-even: |
82.27 |
Moneyness: |
0.89 |
Premium: |
0.16 |
Premium p.a.: |
2.73 |
Spread abs.: |
0.07 |
Spread %: |
43.67% |
Delta: |
0.30 |
Theta: |
-0.06 |
Omega: |
9.32 |
Rho: |
0.02 |
Quote data
Open: |
0.159 |
High: |
0.172 |
Low: |
0.121 |
Previous Close: |
0.167 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-43.21% |
1 Month |
|
|
-1.85% |
3 Months |
|
|
-35.10% |
YTD |
|
|
+57.43% |
1 Year |
|
|
-58.16% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.204 |
0.159 |
1M High / 1M Low: |
0.280 |
0.068 |
6M High / 6M Low: |
0.470 |
0.014 |
High (YTD): |
5/31/2024 |
0.470 |
Low (YTD): |
2/29/2024 |
0.014 |
52W High: |
5/31/2024 |
0.470 |
52W Low: |
2/29/2024 |
0.014 |
Avg. price 1W: |
|
0.181 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.141 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.127 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.133 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
573.48% |
Volatility 6M: |
|
453.05% |
Volatility 1Y: |
|
363.64% |
Volatility 3Y: |
|
- |