UBS Call 135 JNJ 17.01.2025
/ DE000UP67AZ7
UBS Call 135 JNJ 17.01.2025/ DE000UP67AZ7 /
| 1/10/2025 4:58:28 PM |
Chg.+0.110 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
+15.07% |
-
Bid Size: - |
-
Ask Size: - |
Johnson and Johnson |
135.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
UP67AZ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Johnson and Johnson |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
12/10/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.15 |
| Parity: |
0.71 |
| Time value: |
0.03 |
| Break-even: |
138.51 |
| Moneyness: |
1.05 |
| Premium: |
0.00 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.37% |
| Delta: |
0.90 |
| Theta: |
-0.08 |
| Omega: |
16.85 |
| Rho: |
0.02 |
Quote data
| Open: |
0.710 |
| High: |
0.840 |
| Low: |
0.670 |
| Previous Close: |
0.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.64% |
| 1 Month |
|
|
-41.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
-16.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.730 |
| 1M High / 1M Low: |
1.440 |
0.730 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
1.100 |
| Low (YTD): |
1/9/2025 |
0.730 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.868 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.026 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |