OverviewChartNewsTraderScreen

UBS Call 154 JNJ 20.09.2024/  CH1274436919  /

EUWAX
02/09/2024  09:23:10 Chg.+0.09 Bid22:00:19 Ask22:00:19 Underlying Strike price Expiration date Option type
1.08EUR +9.09% -
Bid Size: -		 -
Ask Size: -		 JOHNSON + JOHNSON ... 154.00 - 20/09/2024 Call
 

Master data

WKN: UL6GSB
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: JOHNSON + JOHNSON DL 1
Type: Warrant
Option type: Call
Strike price: 154.00 -
Maturity: 20/09/2024
Issue date: 15/06/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.06
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.98
Historic volatility: 0.14
Parity: -0.38
Time value: 1.15
Break-even: 165.50
Moneyness: 0.98
Premium: 0.10
Premium p.a.: 6.18
Spread abs.: 0.02
Spread %: 1.77%
Delta: 0.50
Theta: -0.37
Omega: 6.54
Rho: 0.03
 

Quote data

Open: 1.08
High: 1.08
Low: 1.08
Previous Close: 0.99
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.73%
1 Month  
+52.11%
3 Months  
+562.58%
YTD     0.00%
1 Year
  -34.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.870
1M High / 1M Low: 0.990 0.540
6M High / 6M Low: 1.310 0.093
High (YTD): 03/01/2024 1.440
Low (YTD): 27/06/2024 0.093
52W High: 14/09/2023 1.930
52W Low: 27/06/2024 0.093
Avg. price 1W:   0.924
Avg. volume 1W:   0.000
Avg. price 1M:   0.721
Avg. volume 1M:   0.000
Avg. price 6M:   0.495
Avg. volume 6M:   0.000
Avg. price 1Y:   0.860
Avg. volume 1Y:   0.000
Volatility 1M:   179.48%
Volatility 6M:   331.57%
Volatility 1Y:   247.01%
Volatility 3Y:   -