UBS Call 170 JNJ 20.09.2024
/ CH1275791924
UBS Call 170 JNJ 20.09.2024/ CH1275791924 /
2024-09-02 6:59:39 PM |
Chg.-0.029 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.039EUR |
-42.65% |
- Bid Size: - |
- Ask Size: - |
JOHNSON + JOHNSON ... |
170.00 - |
2024-09-20 |
Call |
Master data
WKN: |
UL55CT |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
JOHNSON + JOHNSON DL 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
170.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-06-15 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
125.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.50 |
Historic volatility: |
0.14 |
Parity: |
-1.98 |
Time value: |
0.12 |
Break-even: |
171.20 |
Moneyness: |
0.88 |
Premium: |
0.14 |
Premium p.a.: |
13.26 |
Spread abs.: |
0.05 |
Spread %: |
76.47% |
Delta: |
0.15 |
Theta: |
-0.11 |
Omega: |
18.40 |
Rho: |
0.01 |
Quote data
Open: |
0.041 |
High: |
0.065 |
Low: |
0.035 |
Previous Close: |
0.068 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.36% |
1 Month |
|
|
-77.06% |
3 Months |
|
|
+95.00% |
YTD |
|
|
-89.74% |
1 Year |
|
|
-95.30% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.068 |
0.038 |
1M High / 1M Low: |
0.170 |
0.001 |
6M High / 6M Low: |
0.500 |
0.001 |
High (YTD): |
2024-01-03 |
0.620 |
Low (YTD): |
2024-08-15 |
0.001 |
52W High: |
2023-09-14 |
0.990 |
52W Low: |
2024-08-15 |
0.001 |
Avg. price 1W: |
|
0.051 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.047 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.080 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.297 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
6,409.17% |
Volatility 6M: |
|
4,318.00% |
Volatility 1Y: |
|
3,088.13% |
Volatility 3Y: |
|
- |