UBS Call 59 NEE 21.06.2024
/ CH1297159241
UBS Call 59 NEE 21.06.2024/ CH1297159241 /
| 2024-05-15 8:16:43 AM |
Chg.+0.08 |
Bid9:38:15 PM |
Ask9:38:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.52EUR |
+5.56% |
1.66
Bid Size: 50,000 |
-
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: |
4.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
0.95 |
| Historic volatility: |
0.25 |
| Parity: |
1.07 |
| Time value: |
0.37 |
| Break-even: |
73.40 |
| Moneyness: |
1.18 |
| Premium: |
0.05 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
-0.09 |
| Spread %: |
-5.88% |
| Delta: |
0.76 |
| Theta: |
-0.09 |
| Omega: |
3.70 |
| Rho: |
0.04 |
Quote data
| Open: |
1.52 |
| High: |
1.52 |
| Low: |
1.52 |
| Previous Close: |
1.44 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.62% |
| 1 Month |
|
|
+176.36% |
| 3 Months |
|
|
+533.33% |
| YTD |
|
|
+157.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.45 |
1.21 |
| 1M High / 1M Low: |
1.45 |
0.44 |
| 6M High / 6M Low: |
1.45 |
0.18 |
| High (YTD): |
2024-05-10 |
1.45 |
| Low (YTD): |
2024-03-05 |
0.18 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.52 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.76% |
| Volatility 6M: |
|
169.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
