UBS Call 67 NEE 21.06.2024
/ CH1278958280
UBS Call 67 NEE 21.06.2024/ CH1278958280 /
| 2024-05-28 7:41:05 PM |
Chg.+0.090 |
Bid9:54:52 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
+10.34% |
-
Bid Size: - |
-
Ask Size: - |
NextEra Energy Inc |
67.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL8E4R |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
67.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-06 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.26 |
| Parity: |
0.35 |
| Time value: |
0.53 |
| Break-even: |
75.80 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
1.99 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.63 |
| Theta: |
-0.14 |
| Omega: |
5.08 |
| Rho: |
0.02 |
Quote data
| Open: |
0.880 |
| High: |
1.000 |
| Low: |
0.880 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
+387.31% |
| 3 Months |
|
|
+2132.56% |
| YTD |
|
|
+269.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.740 |
| 1M High / 1M Low: |
0.930 |
0.247 |
| 6M High / 6M Low: |
0.930 |
0.033 |
| High (YTD): |
2024-05-16 |
0.930 |
| Low (YTD): |
2024-03-04 |
0.033 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.864 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.671 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.245 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.86% |
| Volatility 6M: |
|
293.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
