UBS Call 83 NEE 17.01.2025
/ DE000UM5S6A9
UBS Call 83 NEE 17.01.2025/ DE000UM5S6A9 /
| 15/11/2024 21:56:44 |
Chg.+0.025 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.112EUR |
+28.74% |
-
Bid Size: - |
-
Ask Size: - |
NextEra Energy Inc |
83.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
UM5S6A |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
83.00 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: |
55.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
-0.63 |
| Time value: |
0.13 |
| Break-even: |
80.14 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.02 |
| Spread %: |
16.07% |
| Delta: |
0.27 |
| Theta: |
-0.02 |
| Omega: |
14.98 |
| Rho: |
0.03 |
Quote data
| Open: |
0.050 |
| High: |
0.121 |
| Low: |
0.049 |
| Previous Close: |
0.087 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.68% |
| 1 Month |
|
|
-79.64% |
| 3 Months |
|
|
-70.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.112 |
0.073 |
| 1M High / 1M Low: |
0.570 |
0.073 |
| 6M High / 6M Low: |
0.690 |
0.073 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.091 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.290 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.383 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
414.17% |
| Volatility 6M: |
|
269.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
