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UBS Call 148 JNJ 21.06.2024/  CH1255639705  /

EUWAX
2024-05-28  8:55:25 AM Chg.+0.022 Bid10:00:13 PM Ask10:00:13 PM Underlying Strike price Expiration date Option type
0.155EUR +16.54% -
Bid Size: -		 -
Ask Size: -		 JOHNSON + JOHNSON ... 148.00 - 2024-06-21 Call
 

Master data

WKN: UL28NS
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: JOHNSON + JOHNSON DL 1
Type: Warrant
Option type: Call
Strike price: 148.00 -
Maturity: 2024-06-21
Issue date: 2023-03-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 46.66
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.15
Parity: -1.27
Time value: 0.29
Break-even: 150.90
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 4.25
Spread abs.: 0.15
Spread %: 104.23%
Delta: 0.28
Theta: -0.13
Omega: 12.99
Rho: 0.02
 

Quote data

Open: 0.155
High: 0.155
Low: 0.155
Previous Close: 0.133
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -65.56%
1 Month
  -28.90%
3 Months
  -88.93%
YTD
  -87.30%
1 Year
  -91.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.133
1M High / 1M Low: 0.590 0.133
6M High / 6M Low: 1.620 0.133
High (YTD): 2024-01-22 1.620
Low (YTD): 2024-05-27 0.133
52W High: 2023-07-28 3.000
52W Low: 2024-05-27 0.133
Avg. price 1W:   0.357
Avg. volume 1W:   0.000
Avg. price 1M:   0.343
Avg. volume 1M:   0.000
Avg. price 6M:   1.017
Avg. volume 6M:   0.000
Avg. price 1Y:   1.448
Avg. volume 1Y:   0.000
Volatility 1M:   567.72%
Volatility 6M:   273.30%
Volatility 1Y:   209.86%
Volatility 3Y:   -