UBS Call 60 NEE 21.06.2024
/ CH1297159258
UBS Call 60 NEE 21.06.2024/ CH1297159258 /
| 2024-05-10 9:55:33 PM |
Chg.-0.060 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.300EUR |
-4.41% |
-
Bid Size: - |
-
Ask Size: - |
NextEra Energy Inc |
60.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL769N |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
1.00 |
| Historic volatility: |
0.26 |
| Parity: |
0.85 |
| Time value: |
0.51 |
| Break-even: |
73.60 |
| Moneyness: |
1.14 |
| Premium: |
0.07 |
| Premium p.a.: |
0.89 |
| Spread abs.: |
0.06 |
| Spread %: |
4.62% |
| Delta: |
0.72 |
| Theta: |
-0.10 |
| Omega: |
3.62 |
| Rho: |
0.04 |
Quote data
| Open: |
1.360 |
| High: |
1.420 |
| Low: |
1.280 |
| Previous Close: |
1.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.02% |
| 1 Month |
|
|
+165.31% |
| 3 Months |
|
|
+364.29% |
| YTD |
|
|
+140.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.360 |
1.070 |
| 1M High / 1M Low: |
1.360 |
0.390 |
| 6M High / 6M Low: |
1.360 |
0.166 |
| High (YTD): |
2024-05-09 |
1.360 |
| Low (YTD): |
2024-03-04 |
0.166 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.214 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.779 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.461 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.17% |
| Volatility 6M: |
|
192.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
