UBS Call 132 JNJ 21.03.2025
/ DE000UM6AWF9
UBS Call 132 JNJ 21.03.2025/ DE000UM6AWF9 /
| 1/24/2025 7:30:29 PM |
Chg.-0.140 |
Bid9:56:28 PM |
Ask9:56:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.450EUR |
-8.81% |
-
Bid Size: - |
-
Ask Size: - |
JOHNSON + JOHNSON ... |
132.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
UM6AWF |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
JOHNSON + JOHNSON DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
132.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
6/3/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.15 |
| Parity: |
0.79 |
| Time value: |
0.71 |
| Break-even: |
147.00 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.02 |
| Spread %: |
1.35% |
| Delta: |
0.66 |
| Theta: |
-0.09 |
| Omega: |
6.19 |
| Rho: |
0.12 |
Quote data
| Open: |
1.440 |
| High: |
1.510 |
| Low: |
1.430 |
| Previous Close: |
1.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.04% |
| 1 Month |
|
|
+2.11% |
| 3 Months |
|
|
-49.12% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.600 |
1.450 |
| 1M High / 1M Low: |
1.630 |
1.160 |
| 6M High / 6M Low: |
3.460 |
1.160 |
| High (YTD): |
1/17/2025 |
1.630 |
| Low (YTD): |
1/8/2025 |
1.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.547 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.416 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.505 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.77% |
| Volatility 6M: |
|
78.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |