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UBS Call 145 JNJ 21.06.2024/  CH1255639689  /

EUWAX
2024-06-07  9:02:59 AM Chg.+0.027 Bid11:08:13 AM Ask11:08:13 AM Underlying Strike price Expiration date Option type
0.201EUR +15.52% 0.206
Bid Size: 2,500		 -
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: 56.72
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.15
Parity: -1.06
Time value: 0.24
Break-even: 147.37
Moneyness: 0.93
Premium: 0.10
Premium p.a.: 9.98
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.27
Theta: -0.18
Omega: 15.41
Rho: 0.01
 

Quote data

Open: 0.201
High: 0.201
Low: 0.201
Previous Close: 0.174
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.52%
1 Month
  -52.14%
3 Months
  -86.69%
YTD
  -85.94%
1 Year
  -90.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.174
1M High / 1M Low: 0.840 0.112
6M High / 6M Low: 1.850 0.112
High (YTD): 2024-01-22 1.850
Low (YTD): 2024-05-30 0.112
52W High: 2023-07-28 3.230
52W Low: 2024-05-30 0.112
Avg. price 1W:   0.244
Avg. volume 1W:   0.000
Avg. price 1M:   0.448
Avg. volume 1M:   0.000
Avg. price 6M:   1.149
Avg. volume 6M:   0.000
Avg. price 1Y:   1.605
Avg. volume 1Y:   0.000
Volatility 1M:   456.38%
Volatility 6M:   265.03%
Volatility 1Y:   203.24%
Volatility 3Y:   -