UBS Call 59 NEE 21.06.2024
/ CH1297159241
UBS Call 59 NEE 21.06.2024/ CH1297159241 /
2024-05-13 9:18:48 AM |
Chg.0.000 |
Bid9:18:48 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.390EUR |
0.00% |
1.390 Bid Size: 10,000 |
- 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: |
4.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.98 |
Intrinsic value: |
0.95 |
Implied volatility: |
0.96 |
Historic volatility: |
0.26 |
Parity: |
0.95 |
Time value: |
0.44 |
Break-even: |
72.90 |
Moneyness: |
1.16 |
Premium: |
0.06 |
Premium p.a.: |
0.74 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.74 |
Theta: |
-0.09 |
Omega: |
3.64 |
Rho: |
0.04 |
Quote data
Open: |
1.380 |
High: |
1.390 |
Low: |
1.380 |
Previous Close: |
1.390 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+19.83% |
1 Month |
|
|
+148.21% |
3 Months |
|
|
+504.35% |
YTD |
|
|
+135.59% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.450 |
1.160 |
1M High / 1M Low: |
1.450 |
0.450 |
6M High / 6M Low: |
1.450 |
0.196 |
High (YTD): |
2024-05-09 |
1.450 |
Low (YTD): |
2024-03-04 |
0.196 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.304 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.875 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.514 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
162.68% |
Volatility 6M: |
|
184.68% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |