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UBS Call 145 JNJ 21.06.2024/  CH1255639689  /

UBS Investment Bank
2024-05-28  3:34:18 PM Chg.-0.050 Bid- Ask- Underlying Strike price Expiration date Option type
0.270EUR -15.63% -
Bid Size: -		 -
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: 0.320
High: 0.370
Low: 0.260
Previous Close: 0.320
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -59.09%
1 Month
  -30.77%
3 Months
  -84.48%
YTD
  -80.99%
1 Year
  -86.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.320
1M High / 1M Low: 0.860 0.300
6M High / 6M Low: 1.860 0.300
High (YTD): 2024-01-22 1.860
Low (YTD): 2024-04-30 0.300
52W High: 2023-07-28 3.240
52W Low: 2024-04-30 0.300
Avg. price 1W:   0.532
Avg. volume 1W:   0.000
Avg. price 1M:   0.560
Avg. volume 1M:   0.000
Avg. price 6M:   1.247
Avg. volume 6M:   0.000
Avg. price 1Y:   1.677
Avg. volume 1Y:   0.000
Volatility 1M:   420.32%
Volatility 6M:   210.20%
Volatility 1Y:   163.59%
Volatility 3Y:   -