UBS Call 155 JNJ 20.09.2024
/ CH1274436927
UBS Call 155 JNJ 20.09.2024/ CH1274436927 /
2024-07-26 9:24:20 AM |
Chg.+0.230 |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.670EUR |
+52.27% |
- Bid Size: - |
- Ask Size: - |
JOHNSON + JOHNSON ... |
155.00 - |
2024-09-20 |
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: |
2024-09-20 |
Issue date: |
2023-06-15 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
19.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.14 |
Parity: |
-0.70 |
Time value: |
0.75 |
Break-even: |
162.50 |
Moneyness: |
0.95 |
Premium: |
0.10 |
Premium p.a.: |
0.86 |
Spread abs.: |
0.02 |
Spread %: |
2.74% |
Delta: |
0.44 |
Theta: |
-0.10 |
Omega: |
8.66 |
Rho: |
0.09 |
Quote data
Open: |
0.670 |
High: |
0.670 |
Low: |
0.670 |
Previous Close: |
0.440 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+67.50% |
1 Month |
|
|
+620.43% |
3 Months |
|
|
+168.00% |
YTD |
|
|
-34.95% |
1 Year |
|
|
-74.52% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.670 |
0.238 |
1M High / 1M Low: |
0.670 |
0.092 |
6M High / 6M Low: |
1.240 |
0.067 |
High (YTD): |
2024-01-03 |
1.380 |
Low (YTD): |
2024-06-27 |
0.067 |
52W High: |
2023-07-28 |
2.630 |
52W Low: |
2024-06-27 |
0.067 |
Avg. price 1W: |
|
0.408 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.239 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.515 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.966 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
550.39% |
Volatility 6M: |
|
347.28% |
Volatility 1Y: |
|
257.03% |
Volatility 3Y: |
|
- |