UBS Call 160 JNJ 20.09.2024
/ CH1275791866
UBS Call 160 JNJ 20.09.2024/ CH1275791866 /
| 02/09/2024 18:59:31 |
Chg.-0.030 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
-4.84% |
-
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: |
0.590 |
| High: |
0.620 |
| Low: |
0.570 |
| Previous Close: |
0.620 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.26% |
| 1 Month |
|
|
-4.84% |
| 3 Months |
|
|
+461.90% |
| YTD |
|
|
-22.37% |
| 1 Year |
|
|
-55.30% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.430 |
| 1M High / 1M Low: |
0.620 |
0.186 |
| 6M High / 6M Low: |
0.980 |
0.021 |
| High (YTD): |
03/01/2024 |
1.080 |
| Low (YTD): |
19/06/2024 |
0.021 |
| 52W High: |
13/09/2023 |
1.540 |
| 52W Low: |
19/06/2024 |
0.021 |
| Avg. price 1W: |
|
0.506 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.368 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.283 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.599 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
291.81% |
| Volatility 6M: |
|
750.53% |
| Volatility 1Y: |
|
537.54% |
| Volatility 3Y: |
|
- |
