UBS Call 152 JNJ 20.09.2024
/ CH1280744074
UBS Call 152 JNJ 20.09.2024/ CH1280744074 /
2024-09-03 8:13:34 AM |
Chg.-0.01 |
Bid12:00:44 PM |
Ask12:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.26EUR |
-0.79% |
1.26 Bid Size: 5,000 |
1.31 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: |
1.26 |
High: |
1.26 |
Low: |
1.26 |
Previous Close: |
1.27 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+17.76% |
1 Month |
|
|
+44.83% |
3 Months |
|
|
+366.67% |
YTD |
|
|
+5.88% |
1 Year |
|
|
-28.81% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.27 |
1.04 |
1M High / 1M Low: |
1.27 |
0.67 |
6M High / 6M Low: |
1.44 |
0.16 |
High (YTD): |
2024-01-22 |
1.56 |
Low (YTD): |
2024-06-27 |
0.16 |
52W High: |
2023-09-14 |
2.07 |
52W Low: |
2024-06-27 |
0.16 |
Avg. price 1W: |
|
1.14 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.89 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.60 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.97 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
139.05% |
Volatility 6M: |
|
296.50% |
Volatility 1Y: |
|
222.40% |
Volatility 3Y: |
|
- |