UBS Call 67 NEE 21.06.2024/  CH1278958280  /

Frankfurt Zert./UBS
2024-05-27  2:01:51 PM Chg.-0.040 Bid2:05:26 PM Ask- Underlying Strike price Expiration date Option type
0.870EUR -4.40% 0.870
Bid Size: 10,000
-
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: 8.12
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.36
Implied volatility: 0.93
Historic volatility: 0.26
Parity: 0.36
Time value: 0.51
Break-even: 75.70
Moneyness: 1.05
Premium: 0.07
Premium p.a.: 1.75
Spread abs.: -0.02
Spread %: -2.25%
Delta: 0.64
Theta: -0.13
Omega: 5.17
Rho: 0.02
 

Quote data

Open: 0.880
High: 0.880
Low: 0.870
Previous Close: 0.910
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.82%
1 Month  
+341.62%
3 Months  
+1605.88%
YTD  
+234.62%
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:   0.856
Avg. volume 1W:   0.000
Avg. price 1M:   0.660
Avg. volume 1M:   0.000
Avg. price 6M:   0.239
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   208.05%
Volatility 6M:   293.91%
Volatility 1Y:   -
Volatility 3Y:   -