UBS Call 59 NEE 21.06.2024
/ CH1297159241
UBS Call 59 NEE 21.06.2024/ CH1297159241 /
| 2024-05-13 1:01:52 PM |
Chg.-0.040 |
Bid1:08:58 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.360EUR |
-2.86% |
1.380
Bid Size: 5,000 |
-
Ask Size: - |
NextEra Energy Inc |
59.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL8GEW |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
59.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
1.00 |
| Historic volatility: |
0.26 |
| Parity: |
0.95 |
| Time value: |
0.45 |
| Break-even: |
73.00 |
| Moneyness: |
1.16 |
| Premium: |
0.07 |
| Premium p.a.: |
0.81 |
| Spread abs.: |
0.01 |
| Spread %: |
0.72% |
| Delta: |
0.74 |
| Theta: |
-0.10 |
| Omega: |
3.61 |
| Rho: |
0.04 |
Quote data
| Open: |
1.380 |
| High: |
1.390 |
| Low: |
1.360 |
| Previous Close: |
1.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.30% |
| 1 Month |
|
|
+147.27% |
| 3 Months |
|
|
+518.18% |
| YTD |
|
|
+130.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.400 |
1.140 |
| 1M High / 1M Low: |
1.400 |
0.450 |
| 6M High / 6M Low: |
1.400 |
0.171 |
| High (YTD): |
2024-05-10 |
1.400 |
| Low (YTD): |
2024-03-04 |
0.171 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.276 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.863 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.512 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.51% |
| Volatility 6M: |
|
193.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
