UBS Call 160 JNJ 20.09.2024
/ CH1275791866
UBS Call 160 JNJ 20.09.2024/ CH1275791866 /
02/09/2024 18:59:28 |
Chg.+0.080 |
Bid18:59:31 |
Ask18:59:31 |
Underlying |
Strike price |
Expiration date |
Option type |
0.590EUR |
+15.69% |
- Bid Size: - |
- Ask Size: - |
JOHNSON + JOHNSON ... |
160.00 - |
20/09/2024 |
Call |
Master data
WKN: |
UL56FW |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
JOHNSON + JOHNSON DL 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 - |
Maturity: |
20/09/2024 |
Issue date: |
15/06/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
23.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.77 |
Historic volatility: |
0.14 |
Parity: |
-0.98 |
Time value: |
0.65 |
Break-even: |
166.50 |
Moneyness: |
0.94 |
Premium: |
0.11 |
Premium p.a.: |
7.11 |
Spread abs.: |
0.03 |
Spread %: |
4.84% |
Delta: |
0.39 |
Theta: |
-0.28 |
Omega: |
9.07 |
Rho: |
0.03 |
Quote data
Open: |
0.570 |
High: |
0.610 |
Low: |
0.570 |
Previous Close: |
0.510 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+25.53% |
1 Month |
|
|
+5.36% |
3 Months |
|
|
+391.67% |
YTD |
|
|
-22.37% |
1 Year |
|
|
-54.26% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.510 |
0.420 |
1M High / 1M Low: |
0.560 |
0.199 |
6M High / 6M Low: |
0.950 |
0.019 |
High (YTD): |
03/01/2024 |
1.080 |
Low (YTD): |
19/06/2024 |
0.019 |
52W High: |
14/09/2023 |
1.550 |
52W Low: |
19/06/2024 |
0.019 |
Avg. price 1W: |
|
0.484 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.356 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.279 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.596 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
254.18% |
Volatility 6M: |
|
734.47% |
Volatility 1Y: |
|
527.37% |
Volatility 3Y: |
|
- |