UBS Call 83 NEE 21.03.2025
/ DE000UM5RUA0
UBS Call 83 NEE 21.03.2025/ DE000UM5RUA0 /
| 2024-09-11 5:51:08 PM |
Chg.+0.030 |
Bid5:51:08 PM |
Ask5:51:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+4.35% |
0.720
Bid Size: 10,000 |
0.740
Ask Size: 10,000 |
NextEra Energy Inc |
83.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
UM5RUA |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
83.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-16 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.27 |
| Parity: |
-0.06 |
| Time value: |
0.71 |
| Break-even: |
82.42 |
| Moneyness: |
0.99 |
| Premium: |
0.10 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
2.90% |
| Delta: |
0.56 |
| Theta: |
-0.02 |
| Omega: |
5.92 |
| Rho: |
0.18 |
Quote data
| Open: |
0.640 |
| High: |
0.730 |
| Low: |
0.640 |
| Previous Close: |
0.690 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
+53.19% |
| 3 Months |
|
|
+105.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.540 |
| 1M High / 1M Low: |
0.690 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.608 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.531 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
