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UBS Call 152 JNJ 20.09.2024/  CH1280744074  /

EUWAX
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:   -