UBS Call 146 JNJ 21.06.2024
/ CH1255639697
UBS Call 146 JNJ 21.06.2024/ CH1255639697 /
2024-06-07 10:55:38 AM |
Chg.-0.034 |
Bid10:55:38 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.145EUR |
-18.99% |
0.145 Bid Size: 2,500 |
- 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: |
0.137 |
High: |
0.148 |
Low: |
0.131 |
Previous Close: |
0.179 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-35.27% |
1 Month |
|
|
-61.84% |
3 Months |
|
|
-90.00% |
YTD |
|
|
-89.26% |
1 Year |
|
|
-93.03% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.172 |
1M High / 1M Low: |
0.770 |
0.124 |
6M High / 6M Low: |
1.770 |
0.124 |
High (YTD): |
2024-01-22 |
1.770 |
Low (YTD): |
2024-05-28 |
0.124 |
52W High: |
2023-07-28 |
3.170 |
52W Low: |
2024-05-28 |
0.124 |
Avg. price 1W: |
|
0.227 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.408 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.093 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.551 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
371.19% |
Volatility 6M: |
|
248.05% |
Volatility 1Y: |
|
190.37% |
Volatility 3Y: |
|
- |