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UBS Call 162 JNJ 20.09.2024/  CH1275791874  /

Frankfurt Zert./UBS
9/2/2024  6:31:43 PM Chg.+0.070 Bid6:59:35 PM Ask6:59:35 PM Underlying Strike price Expiration date Option type
0.430EUR +19.44% -
Bid Size: -		 -
Ask Size: -		 JOHNSON + JOHNSON ... 162.00 - 9/20/2024 Call
 

Master data

WKN: UL6BD3
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: JOHNSON + JOHNSON DL 1
Type: Warrant
Option type: Call
Strike price: 162.00 -
Maturity: 9/20/2024
Issue date: 6/15/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.65
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.14
Parity: -1.18
Time value: 0.49
Break-even: 166.90
Moneyness: 0.93
Premium: 0.11
Premium p.a.: 7.51
Spread abs.: 0.02
Spread %: 4.26%
Delta: 0.34
Theta: -0.24
Omega: 10.53
Rho: 0.02
 

Quote data

Open: 0.410
High: 0.460
Low: 0.410
Previous Close: 0.360
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+26.47%
1 Month
  -4.44%
3 Months  
+377.78%
YTD
  -35.82%
1 Year
  -63.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.300
1M High / 1M Low: 0.450 0.129
6M High / 6M Low: 0.830 0.001
High (YTD): 1/4/2024 0.980
Low (YTD): 6/19/2024 0.001
52W High: 9/14/2023 1.430
52W Low: 6/19/2024 0.001
Avg. price 1W:   0.344
Avg. volume 1W:   0.000
Avg. price 1M:   0.256
Avg. volume 1M:   0.000
Avg. price 6M:   0.220
Avg. volume 6M:   0.000
Avg. price 1Y:   0.520
Avg. volume 1Y:   0.000
Volatility 1M:   274.35%
Volatility 6M:   10,033.05%
Volatility 1Y:   7,083.10%
Volatility 3Y:   -