UBS Call 53 NEE 21.06.2024
/ CH1297159217
UBS Call 53 NEE 21.06.2024/ CH1297159217 /
17/05/2024 09:15:57 |
Chg.-0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.140EUR |
-0.47% |
- Bid Size: - |
- Ask Size: - |
NextEra Energy Inc |
53.00 - |
21/06/2024 |
Call |
Master data
WKN: |
UL8MXG |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
NextEra Energy Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
53.00 - |
Maturity: |
21/06/2024 |
Issue date: |
10/10/2023 |
Last trading day: |
20/05/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.77 |
Intrinsic value: |
1.75 |
Implied volatility: |
1.50 |
Historic volatility: |
0.25 |
Parity: |
1.75 |
Time value: |
0.39 |
Break-even: |
74.40 |
Moneyness: |
1.33 |
Premium: |
0.06 |
Premium p.a.: |
0.97 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.81 |
Theta: |
-0.14 |
Omega: |
2.68 |
Rho: |
0.03 |
Quote data
Open: |
2.150 |
High: |
2.150 |
Low: |
2.140 |
Previous Close: |
2.150 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.47% |
1 Month |
|
|
+72.58% |
3 Months |
|
|
+256.67% |
YTD |
|
|
+122.92% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.150 |
2.140 |
1M High / 1M Low: |
2.220 |
1.240 |
6M High / 6M Low: |
2.220 |
0.460 |
High (YTD): |
15/05/2024 |
2.220 |
Low (YTD): |
04/03/2024 |
0.460 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.145 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.708 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.955 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
75.26% |
Volatility 6M: |
|
125.63% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |