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UBS Call 146 JNJ 21.06.2024/  CH1255639697  /

EUWAX
2024-06-07  9:02:59 AM Chg.+0.010 Bid6:52:41 PM Ask6:52:41 PM Underlying Strike price Expiration date Option type
0.141EUR +7.63% 0.260
Bid Size: 25,000		 -
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: 76.38
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.15
Parity: -1.16
Time value: 0.18
Break-even: 147.76
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 10.76
Spread abs.: 0.00
Spread %: -1.68%
Delta: 0.23
Theta: -0.15
Omega: 17.58
Rho: 0.01
 

Quote data

Open: 0.141
High: 0.141
Low: 0.141
Previous Close: 0.131
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.71%
1 Month
  -60.83%
3 Months
  -90.14%
YTD
  -89.63%
1 Year
  -93.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.244 0.124
1M High / 1M Low: 0.750 0.072
6M High / 6M Low: 1.770 0.072
High (YTD): 2024-01-22 1.770
Low (YTD): 2024-05-30 0.072
52W High: 2023-07-28 3.150
52W Low: 2024-05-30 0.072
Avg. price 1W:   0.188
Avg. volume 1W:   0.000
Avg. price 1M:   0.381
Avg. volume 1M:   0.000
Avg. price 6M:   1.076
Avg. volume 6M:   0.000
Avg. price 1Y:   1.534
Avg. volume 1Y:   0.000
Volatility 1M:   529.84%
Volatility 6M:   297.46%
Volatility 1Y:   225.39%
Volatility 3Y:   -