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: |
|
- |