UBS Call 83 NEE 20.09.2024
/ DE000UM5H6B0
UBS Call 83 NEE 20.09.2024/ DE000UM5H6B0 /
| 9/11/2024 12:06:17 PM |
Chg.+0.037 |
Bid12:18:55 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.143EUR |
+34.91% |
0.151
Bid Size: 5,000 |
-
Ask Size: - |
NextEra Energy Inc |
83.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
UM5H6B |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
83.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
5/16/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
70.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.27 |
| Parity: |
-0.06 |
| Time value: |
0.11 |
| Break-even: |
76.38 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
1.49 |
| Spread abs.: |
-0.03 |
| Spread %: |
-22.06% |
| Delta: |
0.44 |
| Theta: |
-0.08 |
| Omega: |
31.04 |
| Rho: |
0.01 |
Quote data
| Open: |
0.095 |
| High: |
0.143 |
| Low: |
0.095 |
| Previous Close: |
0.106 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+70.24% |
| 1 Month |
|
|
+85.71% |
| 3 Months |
|
|
+60.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.106 |
0.038 |
| 1M High / 1M Low: |
0.106 |
0.022 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.075 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.071 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
989.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
