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UBS Call 146 JNJ 21.06.2024/  CH1255639697  /

Frankfurt Zert./UBS
2024-05-28  10:26:13 AM Chg.+0.010 Bid2024-05-28 Ask2024-05-28 Underlying Strike price Expiration date Option type
0.260EUR +4.00% 0.250
Bid Size: 2,500		 0.400
Ask Size: 2,500		 JOHNSON + JOHNSON ... 146.00 - 2024-06-21 Call
 

Master data

WKN: UL26HM
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: JOHNSON + JOHNSON DL 1
Type: Warrant
Option type: Call
Strike price: 146.00 -
Maturity: 2024-06-21
Issue date: 2023-03-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 33.83
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.15
Parity: -1.07
Time value: 0.40
Break-even: 150.00
Moneyness: 0.93
Premium: 0.11
Premium p.a.: 3.79
Spread abs.: 0.15
Spread %: 60.00%
Delta: 0.33
Theta: -0.15
Omega: 11.25
Rho: 0.03
 

Quote data

Open: 0.280
High: 0.280
Low: 0.260
Previous Close: 0.250
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -53.57%
1 Month
  -23.53%
3 Months
  -84.15%
YTD
  -80.74%
1 Year
  -86.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.250
1M High / 1M Low: 0.770 0.250
6M High / 6M Low: 1.770 0.250
High (YTD): 2024-01-22 1.770
Low (YTD): 2024-05-27 0.250
52W High: 2023-07-28 3.120
52W Low: 2024-05-27 0.250
Avg. price 1W:   0.480
Avg. volume 1W:   0.000
Avg. price 1M:   0.487
Avg. volume 1M:   0.000
Avg. price 6M:   1.168
Avg. volume 6M:   0.000
Avg. price 1Y:   1.597
Avg. volume 1Y:   0.000
Volatility 1M:   386.13%
Volatility 6M:   215.32%
Volatility 1Y:   167.98%
Volatility 3Y:   -