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UBS Call 160 JNJ 20.09.2024/  CH1275791866  /

Frankfurt Zert./UBS
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:   -