UBS Call 63 NEE 21.06.2024
/ CH1302934687
UBS Call 63 NEE 21.06.2024/ CH1302934687 /
| 17/05/2024 08:57:41 |
Chg.- |
Bid22:00:15 |
Ask22:00:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
NextEra Energy Inc |
63.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
UL9GR4 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
63.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
02/11/2023 |
| Last trading day: |
20/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
1.26 |
| Historic volatility: |
0.26 |
| Parity: |
0.82 |
| Time value: |
0.40 |
| Break-even: |
75.20 |
| Moneyness: |
1.13 |
| Premium: |
0.06 |
| Premium p.a.: |
2.19 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.72 |
| Theta: |
-0.20 |
| Omega: |
4.23 |
| Rho: |
0.02 |
Quote data
| Open: |
1.23 |
| High: |
1.23 |
| Low: |
1.23 |
| Previous Close: |
1.27 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+92.19% |
| 3 Months |
|
|
+1266.67% |
| YTD |
|
|
+207.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.27 |
0.71 |
| 6M High / 6M Low: |
1.27 |
0.08 |
| High (YTD): |
16/05/2024 |
1.27 |
| Low (YTD): |
05/03/2024 |
0.08 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.35 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.42% |
| Volatility 6M: |
|
226.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
