UBS Call 85 NEE 20.09.2024
/ DE000UM5SFD3
UBS Call 85 NEE 20.09.2024/ DE000UM5SFD3 /
| 9/11/2024 7:44:59 PM |
Chg.-0.011 |
Bid7:44:59 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.063EUR |
-14.86% |
0.063
Bid Size: 10,000 |
-
Ask Size: - |
NextEra Energy Inc |
85.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
UM5SFD |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
5/28/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
165.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.27 |
| Parity: |
-0.25 |
| Time value: |
0.05 |
| Break-even: |
77.58 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
3.69 |
| Spread abs.: |
-0.03 |
| Spread %: |
-39.19% |
| Delta: |
0.24 |
| Theta: |
-0.06 |
| Omega: |
39.98 |
| Rho: |
0.00 |
Quote data
| Open: |
0.031 |
| High: |
0.090 |
| Low: |
0.031 |
| Previous Close: |
0.074 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.62% |
| 1 Month |
|
|
+80.00% |
| 3 Months |
|
|
-16.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.074 |
0.003 |
| 1M High / 1M Low: |
0.074 |
0.003 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.041 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.038 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
4,344.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
