UBS Call 142 JNJ 20.09.2024
/ CH1302970517
UBS Call 142 JNJ 20.09.2024/ CH1302970517 /
2024-08-16 3:20:06 PM |
Chg.+0.040 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.570EUR |
+2.61% |
- Bid Size: - |
- Ask Size: - |
JOHNSON + JOHNSON ... |
142.00 - |
2024-09-20 |
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: |
2024-09-20 |
Issue date: |
2023-11-02 |
Last trading day: |
2024-08-20 |
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: |
1.590 |
High: |
1.590 |
Low: |
1.490 |
Previous Close: |
1.530 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-23.79% |
3 Months |
|
|
+89.16% |
YTD |
|
|
-16.93% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
2.060 |
1.500 |
6M High / 6M Low: |
2.280 |
0.620 |
High (YTD): |
2024-01-12 |
2.340 |
Low (YTD): |
2024-07-08 |
0.620 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.659 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.230 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
103.33% |
Volatility 6M: |
|
166.17% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |