UBS Call 57 NEE 21.06.2024
/ CH1297159233
UBS Call 57 NEE 21.06.2024/ CH1297159233 /
17/05/2024 08:21:45 |
Chg.- |
Bid22:00:15 |
Ask22:00:15 |
Underlying |
Strike price |
Expiration date |
Option type |
1.78EUR |
- |
- Bid Size: - |
- Ask Size: - |
NextEra Energy Inc |
57.00 - |
21/06/2024 |
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: |
21/06/2024 |
Issue date: |
10/10/2023 |
Last trading day: |
20/05/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.41 |
Intrinsic value: |
1.39 |
Implied volatility: |
1.24 |
Historic volatility: |
0.25 |
Parity: |
1.39 |
Time value: |
0.38 |
Break-even: |
74.70 |
Moneyness: |
1.24 |
Premium: |
0.05 |
Premium p.a.: |
0.89 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.79 |
Theta: |
-0.13 |
Omega: |
3.16 |
Rho: |
0.03 |
Quote data
Open: |
1.78 |
High: |
1.78 |
Low: |
1.78 |
Previous Close: |
1.84 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
+4.71% |
1 Month |
|
|
+128.21% |
3 Months |
|
|
+368.42% |
YTD |
|
|
+150.70% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.84 |
1.70 |
1M High / 1M Low: |
1.84 |
0.78 |
6M High / 6M Low: |
1.84 |
0.25 |
High (YTD): |
16/05/2024 |
1.84 |
Low (YTD): |
05/03/2024 |
0.25 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.77 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.27 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.67 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
81.21% |
Volatility 6M: |
|
152.79% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |