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UBS Call 146 JNJ 21.06.2024/  CH1255639697  /

Frankfurt Zert./UBS
2024-05-23  7:30:27 PM Chg.-0.290 Bid9:55:47 PM Ask9:55:47 PM Underlying Strike price Expiration date Option type
0.480EUR -37.66% -
Bid Size: -		 -
Ask Size: -		 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: 16.88
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.14
Parity: -0.42
Time value: 0.84
Break-even: 154.40
Moneyness: 0.97
Premium: 0.09
Premium p.a.: 1.92
Spread abs.: 0.10
Spread %: 13.51%
Delta: 0.48
Theta: -0.18
Omega: 8.05
Rho: 0.05
 

Quote data

Open: 0.690
High: 0.690
Low: 0.480
Previous Close: 0.770
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -17.24%
3 Months
  -71.76%
YTD
  -64.44%
1 Year
  -76.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.560
1M High / 1M Low: 0.770 0.290
6M High / 6M Low: 1.770 0.270
High (YTD): 2024-01-22 1.770
Low (YTD): 2024-04-17 0.270
52W High: 2023-07-28 3.120
52W Low: 2024-04-17 0.270
Avg. price 1W:   0.694
Avg. volume 1W:   0.000
Avg. price 1M:   0.497
Avg. volume 1M:   0.000
Avg. price 6M:   1.188
Avg. volume 6M:   0.000
Avg. price 1Y:   1.617
Avg. volume 1Y:   0.000
Volatility 1M:   338.31%
Volatility 6M:   202.08%
Volatility 1Y:   159.07%
Volatility 3Y:   -