I'm Swedish and my name is Johanna. The original pronounciation is "Yohanna" (altough the "o" is really more like Russian "y"...)

I want to keep the original pronounciation when I translate my name into Russian, instead of translating the English pronouncation. But I don't want the spelling to "look" silly or crazy to native Russian speakers.

So, should I write:

Юханна
Йуханна
Йоханна

or perhaps there is a better spelling that I didn't think of?
What sounds and looks the best?

Hope you can help!