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UBS Call 155 JNJ 20.09.2024/  CH1274436927  /

Frankfurt Zert./UBS
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:   -