UBS Call 160 JNJ 20.09.2024
/ CH1275791866
UBS Call 160 JNJ 20.09.2024/ CH1275791866 /
9/2/2024 6:59:31 PM |
Chg.-0.030 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.590EUR |
-4.84% |
- Bid Size: - |
- Ask Size: - |
JOHNSON + JOHNSON ... |
160.00 - |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
6/15/2023 |
Last trading day: |
9/19/2024 |
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): |
1/3/2024 |
1.080 |
Low (YTD): |
6/19/2024 |
0.021 |
52W High: |
9/13/2023 |
1.540 |
52W Low: |
6/19/2024 |
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: |
|
- |