UBS Call 51 NEE 21.06.2024
/ CH1297159209
UBS Call 51 NEE 21.06.2024/ CH1297159209 /
| 2024-05-10 9:55:34 PM |
Chg.-0.060 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.130EUR |
-2.74% |
-
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: |
2.190 |
| High: |
2.250 |
| Low: |
2.110 |
| Previous Close: |
2.190 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.99% |
| 1 Month |
|
|
+77.50% |
| 3 Months |
|
|
+173.08% |
| YTD |
|
|
+93.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.190 |
1.900 |
| 1M High / 1M Low: |
2.190 |
1.070 |
| 6M High / 6M Low: |
2.190 |
0.590 |
| High (YTD): |
2024-05-09 |
2.190 |
| Low (YTD): |
2024-03-04 |
0.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.044 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.560 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.041 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.04% |
| Volatility 6M: |
|
115.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
