UBS Call 146 JNJ 20.09.2024
/ CH1302970541
UBS Call 146 JNJ 20.09.2024/ CH1302970541 /
| 2024-08-16 8:22:07 AM |
Chg.+0.060 |
Bid3:18:43 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.230EUR |
+5.13% |
-
Bid Size: - |
-
Ask Size: - |
JOHNSON + JOHNSON ... |
146.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UL9C5D |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
JOHNSON + JOHNSON DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
146.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-02 |
| Last trading day: |
2024-08-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.14 |
| Parity: |
0.39 |
| Time value: |
0.84 |
| Break-even: |
158.30 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
2.24 |
| Spread abs.: |
0.01 |
| Spread %: |
0.82% |
| Delta: |
0.60 |
| Theta: |
-0.30 |
| Omega: |
7.28 |
| Rho: |
0.04 |
Quote data
| Open: |
1.230 |
| High: |
1.230 |
| Low: |
1.230 |
| Previous Close: |
1.170 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-23.13% |
| 3 Months |
|
|
+89.23% |
| YTD |
|
|
-23.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.450 |
1.150 |
| 6M High / 6M Low: |
1.930 |
0.410 |
| High (YTD): |
2024-01-22 |
2.020 |
| Low (YTD): |
2024-07-05 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.293 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.952 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.51% |
| Volatility 6M: |
|
195.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
