UBS Call 57 NEE 21.06.2024
/ CH1297159233
UBS Call 57 NEE 21.06.2024/ CH1297159233 /
| 2024-05-17 9:23:34 AM |
Chg.-0.060 |
Bid9:39:19 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.770EUR |
-3.28% |
-
Bid Size: - |
-
Ask Size: - |
NextEra Energy Inc |
57.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL8KRA |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
57.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
1.28 |
| Implied volatility: |
2.11 |
| Historic volatility: |
0.26 |
| Parity: |
1.28 |
| Time value: |
0.49 |
| Break-even: |
74.70 |
| Moneyness: |
1.22 |
| Premium: |
0.07 |
| Premium p.a.: |
5.73 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.76 |
| Theta: |
-0.34 |
| Omega: |
3.00 |
| Rho: |
0.01 |
Quote data
| Open: |
1.780 |
| High: |
1.780 |
| Low: |
1.770 |
| Previous Close: |
1.830 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+13.46% |
| 3 Months |
|
|
+311.63% |
| YTD |
|
|
+152.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.830 |
1.560 |
| 6M High / 6M Low: |
1.830 |
0.240 |
| High (YTD): |
2024-05-16 |
1.830 |
| Low (YTD): |
2024-03-04 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.693 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.687 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.23% |
| Volatility 6M: |
|
172.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
