UBS Call 85 NEE 20.12.2024
/ CH1251046657
UBS Call 85 NEE 20.12.2024/ CH1251046657 /
| 2024-11-15 9:56:45 PM |
Chg.+0.009 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.027EUR |
+50.00% |
-
Bid Size: - |
-
Ask Size: - |
NextEra Energy Inc |
85.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
UL1T8U |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
157.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
-0.82 |
| Time value: |
0.05 |
| Break-even: |
81.20 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
2.36 |
| Spread abs.: |
0.02 |
| Spread %: |
70.37% |
| Delta: |
0.14 |
| Theta: |
-0.02 |
| Omega: |
22.05 |
| Rho: |
0.01 |
Quote data
| Open: |
0.001 |
| High: |
0.032 |
| Low: |
0.001 |
| Previous Close: |
0.018 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.75% |
| 1 Month |
|
|
-92.89% |
| 3 Months |
|
|
-89.62% |
| YTD |
|
|
-74.53% |
| 1 Year |
|
|
-66.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.030 |
0.014 |
| 1M High / 1M Low: |
0.400 |
0.014 |
| 6M High / 6M Low: |
0.520 |
0.014 |
| High (YTD): |
2024-10-02 |
0.520 |
| Low (YTD): |
2024-11-13 |
0.014 |
| 52W High: |
2024-10-02 |
0.520 |
| 52W Low: |
2024-11-13 |
0.014 |
| Avg. price 1W: |
|
0.021 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.169 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.266 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.180 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
701.29% |
| Volatility 6M: |
|
377.72% |
| Volatility 1Y: |
|
325.30% |
| Volatility 3Y: |
|
- |
