UBS Call 36 JNPR 17.01.2025
/ CH1322961801
UBS Call 36 JNPR 17.01.2025/ CH1322961801 /
| 2024-10-15 7:36:39 PM |
Chg.+0.030 |
Bid9:53:25 PM |
Ask9:53:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
+11.11% |
-
Bid Size: - |
-
Ask Size: - |
Juniper Networks Inc |
36.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
UM2EX8 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Juniper Networks Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-02-12 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.23 |
| Parity: |
0.25 |
| Time value: |
0.05 |
| Break-even: |
36.00 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
11.11% |
| Delta: |
0.86 |
| Theta: |
-0.01 |
| Omega: |
10.24 |
| Rho: |
0.07 |
Quote data
| Open: |
0.280 |
| High: |
0.320 |
| Low: |
0.280 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
-9.09% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.250 |
| 1M High / 1M Low: |
0.370 |
0.250 |
| 6M High / 6M Low: |
0.380 |
0.156 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.282 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.321 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.289 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.96% |
| Volatility 6M: |
|
177.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
