UBS Call 55 NEE 21.06.2024
/ CH1297159225
UBS Call 55 NEE 21.06.2024/ CH1297159225 /
2024-05-10 8:17:14 AM |
Chg.+0.18 |
Bid10:00:13 PM |
Ask10:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.82EUR |
+10.98% |
- Bid Size: - |
- Ask Size: - |
NextEra Energy Inc |
55.00 - |
2024-06-21 |
Call |
Master data
WKN: |
UL8A3E |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
NextEra Energy Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
55.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-10-10 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.37 |
Intrinsic value: |
1.35 |
Implied volatility: |
1.12 |
Historic volatility: |
0.26 |
Parity: |
1.35 |
Time value: |
0.41 |
Break-even: |
72.60 |
Moneyness: |
1.25 |
Premium: |
0.06 |
Premium p.a.: |
0.68 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.78 |
Theta: |
-0.10 |
Omega: |
3.05 |
Rho: |
0.04 |
Quote data
Open: |
1.82 |
High: |
1.82 |
Low: |
1.82 |
Previous Close: |
1.64 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+35.82% |
1 Month |
|
|
+97.83% |
3 Months |
|
|
+256.86% |
YTD |
|
|
+119.28% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.82 |
1.42 |
1M High / 1M Low: |
1.82 |
0.73 |
6M High / 6M Low: |
1.82 |
0.34 |
High (YTD): |
2024-05-10 |
1.82 |
Low (YTD): |
2024-03-05 |
0.34 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.59 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.16 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.75 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
116.65% |
Volatility 6M: |
|
140.04% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |