UBS Call 67 NEE 21.06.2024
/ CH1278958280
UBS Call 67 NEE 21.06.2024/ CH1278958280 /
| 27/05/2024 12:32:15 |
Chg.-0.010 |
Bid12:32:15 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
-1.12% |
0.880
Bid Size: 10,000 |
-
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: |
8.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.26 |
| Parity: |
0.36 |
| Time value: |
0.51 |
| Break-even: |
75.70 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
1.75 |
| Spread abs.: |
-0.02 |
| Spread %: |
-2.25% |
| Delta: |
0.64 |
| Theta: |
-0.13 |
| Omega: |
5.17 |
| Rho: |
0.02 |
Quote data
| Open: |
0.880 |
| High: |
0.890 |
| Low: |
0.870 |
| Previous Close: |
0.890 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.02% |
| 1 Month |
|
|
+355.96% |
| 3 Months |
|
|
+1733.33% |
| YTD |
|
|
+238.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.760 |
| 1M High / 1M Low: |
0.950 |
0.241 |
| 6M High / 6M Low: |
0.950 |
0.043 |
| High (YTD): |
15/05/2024 |
0.950 |
| Low (YTD): |
26/02/2024 |
0.043 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.852 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.672 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.241 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.92% |
| Volatility 6M: |
|
274.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
