UBS Call 35 JNPR 20.09.2024
/ DE000UM1RZ80
UBS Call 35 JNPR 20.09.2024/ DE000UM1RZ80 /
8/16/2024 9:45:10 PM |
Chg.-0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.360EUR |
-2.70% |
- Bid Size: - |
- Ask Size: - |
Juniper Networks Inc |
35.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
UM1RZ8 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Juniper Networks Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
35.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
2/12/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
9.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.33 |
Implied volatility: |
0.91 |
Historic volatility: |
0.23 |
Parity: |
0.33 |
Time value: |
0.04 |
Break-even: |
35.30 |
Moneyness: |
1.10 |
Premium: |
0.01 |
Premium p.a.: |
1.18 |
Spread abs.: |
0.01 |
Spread %: |
2.78% |
Delta: |
0.82 |
Theta: |
-0.09 |
Omega: |
7.69 |
Rho: |
0.00 |
Quote data
Open: |
0.380 |
High: |
0.380 |
Low: |
0.360 |
Previous Close: |
0.370 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+132.26% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.370 |
0.360 |
6M High / 6M Low: |
0.380 |
0.077 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.363 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.197 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
61.27% |
Volatility 6M: |
|
175.04% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |