UBS Call 142 JNJ 17.01.2025
/ CH1306613675
UBS Call 142 JNJ 17.01.2025/ CH1306613675 /
| 1/10/2025 8:41:10 AM |
Chg.0.000 |
Bid5:18:24 PM |
Ask5:18:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.172EUR |
0.00% |
0.229
Bid Size: 10,000 |
-
Ask Size: - |
Johnson and Johnson |
142.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
UL9Y39 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Johnson and Johnson |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
142.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
11/16/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
80.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.15 |
| Parity: |
0.03 |
| Time value: |
0.15 |
| Break-even: |
139.63 |
| Moneyness: |
1.00 |
| Premium: |
0.01 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
-0.01 |
| Spread %: |
-4.44% |
| Delta: |
0.54 |
| Theta: |
-0.12 |
| Omega: |
43.41 |
| Rho: |
0.01 |
Quote data
| Open: |
0.172 |
| High: |
0.172 |
| Low: |
0.172 |
| Previous Close: |
0.172 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-49.41% |
| 1 Month |
|
|
-80.23% |
| 3 Months |
|
|
-91.04% |
| YTD |
|
|
-60.00% |
| 1 Year |
|
|
-93.09% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.172 |
| 1M High / 1M Low: |
0.870 |
0.172 |
| 6M High / 6M Low: |
2.550 |
0.172 |
| High (YTD): |
1/8/2025 |
0.430 |
| Low (YTD): |
1/9/2025 |
0.172 |
| 52W High: |
9/5/2024 |
2.550 |
| 52W Low: |
1/9/2025 |
0.172 |
| Avg. price 1W: |
|
0.308 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.482 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.615 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.654 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
406.86% |
| Volatility 6M: |
|
202.59% |
| Volatility 1Y: |
|
158.34% |
| Volatility 3Y: |
|
- |