UBS Call 51 NEE 21.06.2024
/ CH1297159209
UBS Call 51 NEE 21.06.2024/ CH1297159209 /
2024-05-10 7:37:43 PM |
Chg.+0.040 |
Bid9:55:34 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.160EUR |
+1.89% |
- Bid Size: - |
- Ask Size: - |
NextEra Energy Inc |
51.00 - |
2024-06-21 |
Call |
Master data
WKN: |
UL8N9G |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
NextEra Energy Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
51.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-10-10 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.77 |
Intrinsic value: |
1.75 |
Implied volatility: |
1.33 |
Historic volatility: |
0.26 |
Parity: |
1.75 |
Time value: |
0.41 |
Break-even: |
72.60 |
Moneyness: |
1.34 |
Premium: |
0.06 |
Premium p.a.: |
0.68 |
Spread abs.: |
0.03 |
Spread %: |
1.41% |
Delta: |
0.81 |
Theta: |
-0.10 |
Omega: |
2.58 |
Rho: |
0.04 |
Quote data
Open: |
2.170 |
High: |
2.210 |
Low: |
2.140 |
Previous Close: |
2.120 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+21.35% |
1 Month |
|
|
+81.51% |
3 Months |
|
|
+176.92% |
YTD |
|
|
+96.36% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.160 |
1.870 |
1M High / 1M Low: |
2.160 |
1.040 |
6M High / 6M Low: |
2.160 |
0.540 |
High (YTD): |
2024-05-10 |
2.160 |
Low (YTD): |
2024-03-04 |
0.540 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.016 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.549 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.039 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
90.36% |
Volatility 6M: |
|
120.77% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |