UBS Call 155 JNJ 20.09.2024
/ CH1274436927
UBS Call 155 JNJ 20.09.2024/ CH1274436927 /
02/09/2024 18:34:47 |
Chg.+0.090 |
Bid18:59:35 |
Ask18:59:35 |
Underlying |
Strike price |
Expiration date |
Option type |
1.010EUR |
+9.78% |
- Bid Size: - |
- Ask Size: - |
JOHNSON + JOHNSON ... |
155.00 - |
20/09/2024 |
Call |
Master data
WKN: |
UL6CG6 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
JOHNSON + JOHNSON DL 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
155.00 - |
Maturity: |
20/09/2024 |
Issue date: |
15/06/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
14.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.95 |
Historic volatility: |
0.14 |
Parity: |
-0.48 |
Time value: |
1.07 |
Break-even: |
165.70 |
Moneyness: |
0.97 |
Premium: |
0.10 |
Premium p.a.: |
6.35 |
Spread abs.: |
0.02 |
Spread %: |
1.90% |
Delta: |
0.49 |
Theta: |
-0.36 |
Omega: |
6.82 |
Rho: |
0.03 |
Quote data
Open: |
0.990 |
High: |
1.030 |
Low: |
0.990 |
Previous Close: |
0.920 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+16.09% |
1 Month |
|
|
+14.77% |
3 Months |
|
|
+331.62% |
YTD |
|
|
0.00% |
1 Year |
|
|
-36.08% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.920 |
0.780 |
1M High / 1M Low: |
0.920 |
0.460 |
6M High / 6M Low: |
1.260 |
0.103 |
High (YTD): |
22/01/2024 |
1.380 |
Low (YTD): |
19/06/2024 |
0.103 |
52W High: |
14/09/2023 |
1.860 |
52W Low: |
19/06/2024 |
0.103 |
Avg. price 1W: |
|
0.876 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.676 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.472 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.823 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
180.13% |
Volatility 6M: |
|
329.87% |
Volatility 1Y: |
|
246.48% |
Volatility 3Y: |
|
- |