UBS Call 67 NEE 21.06.2024
/ CH1278958280
UBS Call 67 NEE 21.06.2024/ CH1278958280 /
| 2024-05-10 7:27:08 PM |
Chg.+0.010 |
Bid9:55:34 PM |
Ask9:55:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
+1.49% |
-
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: |
9.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.26 |
| Parity: |
0.15 |
| Time value: |
0.54 |
| Break-even: |
73.90 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.96 |
| Spread abs.: |
0.01 |
| Spread %: |
1.47% |
| Delta: |
0.59 |
| Theta: |
-0.08 |
| Omega: |
5.87 |
| Rho: |
0.04 |
Quote data
| Open: |
0.750 |
| High: |
0.760 |
| Low: |
0.680 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+70.00% |
| 1 Month |
|
|
+322.36% |
| 3 Months |
|
|
+647.25% |
| YTD |
|
|
+161.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.470 |
| 1M High / 1M Low: |
0.680 |
0.108 |
| 6M High / 6M Low: |
0.680 |
0.033 |
| High (YTD): |
2024-05-10 |
0.680 |
| Low (YTD): |
2024-03-04 |
0.033 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.580 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.308 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.186 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
284.11% |
| Volatility 6M: |
|
295.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
