UBS Call 142 JNJ 20.09.2024
/ CH1302970517
UBS Call 142 JNJ 20.09.2024/ CH1302970517 /
16/08/2024 08:21:46 |
Chg.+0.060 |
Bid15:20:06 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.580EUR |
+3.95% |
- Bid Size: - |
- Ask Size: - |
JOHNSON + JOHNSON ... |
142.00 - |
20/09/2024 |
Call |
Master data
WKN: |
UL9AQA |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
JOHNSON + JOHNSON DL 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
142.00 - |
Maturity: |
20/09/2024 |
Issue date: |
02/11/2023 |
Last trading day: |
20/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.85 |
Intrinsic value: |
0.82 |
Implied volatility: |
0.86 |
Historic volatility: |
0.14 |
Parity: |
0.82 |
Time value: |
0.76 |
Break-even: |
157.80 |
Moneyness: |
1.06 |
Premium: |
0.05 |
Premium p.a.: |
1.73 |
Spread abs.: |
0.01 |
Spread %: |
0.64% |
Delta: |
0.65 |
Theta: |
-0.30 |
Omega: |
6.22 |
Rho: |
0.04 |
Quote data
Open: |
1.580 |
High: |
1.580 |
Low: |
1.580 |
Previous Close: |
1.520 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-18.97% |
3 Months |
|
|
+77.53% |
YTD |
|
|
-15.96% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.800 |
1.500 |
6M High / 6M Low: |
2.250 |
0.640 |
High (YTD): |
15/01/2024 |
2.310 |
Low (YTD): |
03/07/2024 |
0.640 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.641 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.232 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
73.10% |
Volatility 6M: |
|
157.82% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |