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UBS Call 145 JNJ 21.06.2024/  CH1255639689  /

Frankfurt Zert./UBS
2024-05-28  7:23:37 PM Chg.-0.142 Bid7:37:48 PM Ask2024-05-28 Underlying Strike price Expiration date Option type
0.178EUR -44.38% 0.169
Bid Size: 25,000		 -
Ask Size: -		 JOHNSON + JOHNSON ... 145.00 - 2024-06-21 Call
 

Master data

WKN: UL3H68
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: JOHNSON + JOHNSON DL 1
Type: Warrant
Option type: Call
Strike price: 145.00 -
Maturity: 2024-06-21
Issue date: 2023-03-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.79
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.15
Parity: -0.97
Time value: 0.47
Break-even: 149.70
Moneyness: 0.93
Premium: 0.11
Premium p.a.: 3.65
Spread abs.: 0.15
Spread %: 46.88%
Delta: 0.36
Theta: -0.17
Omega: 10.38
Rho: 0.03
 

Quote data

Open: 0.330
High: 0.340
Low: 0.178
Previous Close: 0.320
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -72.19%
1 Month
  -54.36%
3 Months
  -89.65%
YTD
  -87.38%
1 Year
  -90.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.320
1M High / 1M Low: 0.840 0.320
6M High / 6M Low: 1.850 0.320
High (YTD): 2024-01-22 1.850
Low (YTD): 2024-05-27 0.320
52W High: 2023-07-28 3.200
52W Low: 2024-05-27 0.320
Avg. price 1W:   0.552
Avg. volume 1W:   0.000
Avg. price 1M:   0.557
Avg. volume 1M:   0.000
Avg. price 6M:   1.242
Avg. volume 6M:   0.000
Avg. price 1Y:   1.669
Avg. volume 1Y:   0.000
Volatility 1M:   358.00%
Volatility 6M:   204.99%
Volatility 1Y:   160.86%
Volatility 3Y:   -