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UBS Call 155 JNJ 20.09.2024/  CH1274436927  /

EUWAX
9/2/2024  9:23:10 AM Chg.+0.090 Bid10:00:19 PM Ask10:00:19 PM Underlying Strike price Expiration date Option type
0.990EUR +10.00% -
Bid Size: -		 -
Ask Size: -		 JOHNSON + JOHNSON ... 155.00 - 9/20/2024 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: 9/20/2024
Issue date: 6/15/2023
Last trading day: 9/19/2024
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: 0.990
Low: 0.990
Previous Close: 0.900
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.32%
1 Month  
+54.69%
3 Months  
+617.39%
YTD
  -3.88%
1 Year
  -37.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.900 0.790
1M High / 1M Low: 0.900 0.470
6M High / 6M Low: 1.240 0.067
High (YTD): 1/3/2024 1.380
Low (YTD): 6/27/2024 0.067
52W High: 9/14/2023 1.860
52W Low: 6/27/2024 0.067
Avg. price 1W:   0.836
Avg. volume 1W:   0.000
Avg. price 1M:   0.648
Avg. volume 1M:   0.000
Avg. price 6M:   0.448
Avg. volume 6M:   0.000
Avg. price 1Y:   0.809
Avg. volume 1Y:   0.000
Volatility 1M:   193.43%
Volatility 6M:   356.74%
Volatility 1Y:   264.43%
Volatility 3Y:   -