UBS Call 67 NEE 21.06.2024
/ CH1278958280
UBS Call 67 NEE 21.06.2024/ CH1278958280 /
| 23/05/2024 19:35:27 |
Chg.-0.180 |
Bid21:57:02 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-19.57% |
-
Bid Size: - |
-
Ask Size: - |
NextEra Energy Inc |
67.00 - |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
06/09/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.94 |
| Historic volatility: |
0.25 |
| Parity: |
0.35 |
| Time value: |
0.57 |
| Break-even: |
76.20 |
| Moneyness: |
1.05 |
| Premium: |
0.08 |
| Premium p.a.: |
1.66 |
| Spread abs.: |
0.05 |
| Spread %: |
5.75% |
| Delta: |
0.63 |
| Theta: |
-0.12 |
| Omega: |
4.84 |
| Rho: |
0.03 |
Quote data
| Open: |
0.870 |
| High: |
0.880 |
| Low: |
0.740 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.43% |
| 1 Month |
|
|
+214.89% |
| 3 Months |
|
|
+1004.48% |
| YTD |
|
|
+184.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.830 |
| 1M High / 1M Low: |
0.930 |
0.197 |
| 6M High / 6M Low: |
0.930 |
0.033 |
| High (YTD): |
16/05/2024 |
0.930 |
| Low (YTD): |
04/03/2024 |
0.033 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.882 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.562 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.229 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.10% |
| Volatility 6M: |
|
291.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
