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UBS Call 152 JNJ 20.09.2024/  CH1280744074  /

UBS Investment Bank
2024-09-03  12:05:52 PM Chg.-0.020 Bid12:05:52 PM Ask12:05:52 PM Underlying Strike price Expiration date Option type
1.260EUR -1.56% 1.260
Bid Size: 5,000		 1.310
Ask Size: 5,000		 JOHNSON + JOHNSON ... 152.00 - 2024-09-20 Call
 

Master data

WKN: UL34WP
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: JOHNSON + JOHNSON DL 1
Type: Warrant
Option type: Call
Strike price: 152.00 -
Maturity: 2024-09-20
Issue date: 2023-07-11
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.10
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 1.11
Historic volatility: 0.14
Parity: -0.21
Time value: 1.35
Break-even: 165.50
Moneyness: 0.99
Premium: 0.10
Premium p.a.: 7.42
Spread abs.: 0.07
Spread %: 5.47%
Delta: 0.53
Theta: -0.43
Omega: 5.85
Rho: 0.03
 

Quote data

Open: 1.260
High: 1.300
Low: 1.260
Previous Close: 1.280
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.87%
1 Month  
+4.13%
3 Months  
+270.59%
YTD  
+6.78%
1 Year
  -30.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.310 1.060
1M High / 1M Low: 1.310 0.670
6M High / 6M Low: 1.500 0.180
High (YTD): 2024-01-12 1.570
Low (YTD): 2024-07-08 0.180
52W High: 2023-09-13 2.060
52W Low: 2024-07-08 0.180
Avg. price 1W:   1.198
Avg. volume 1W:   0.000
Avg. price 1M:   0.925
Avg. volume 1M:   0.000
Avg. price 6M:   0.628
Avg. volume 6M:   0.000
Avg. price 1Y:   0.988
Avg. volume 1Y:   0.000
Volatility 1M:   152.49%
Volatility 6M:   289.29%
Volatility 1Y:   216.40%
Volatility 3Y:   -