UBS Call 67 NEE 21.06.2024
/ CH1278958280
UBS Call 67 NEE 21.06.2024/ CH1278958280 /
| 2024-05-13 7:32:13 PM |
Chg.+0.020 |
Bid7:52:45 PM |
Ask7:52:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
+2.94% |
0.720
Bid Size: 50,000 |
0.730
Ask Size: 50,000 |
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: |
0.68 |
| Historic volatility: |
0.26 |
| Parity: |
0.15 |
| Time value: |
0.54 |
| Break-even: |
73.90 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
1.03 |
| Spread abs.: |
0.01 |
| Spread %: |
1.47% |
| Delta: |
0.59 |
| Theta: |
-0.08 |
| Omega: |
5.87 |
| Rho: |
0.04 |
Quote data
| Open: |
0.680 |
| High: |
0.720 |
| Low: |
0.650 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.94% |
| 1 Month |
|
|
+334.78% |
| 3 Months |
|
|
+1150.00% |
| YTD |
|
|
+169.23% |
| 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: |
|
0.316 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.186 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
282.36% |
| Volatility 6M: |
|
295.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
