UBS Call 36 JNPR 20.09.2024
/ CH1322955381
UBS Call 36 JNPR 20.09.2024/ CH1322955381 /
| 2024-08-16 8:04:26 AM |
Chg.+0.020 |
Bid9:53:30 PM |
Ask9:53:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+7.69% |
-
Bid Size: - |
-
Ask Size: - |
Juniper Networks Inc |
36.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
UM2Q99 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Juniper Networks Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-12 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.23 |
| Parity: |
0.23 |
| Time value: |
0.07 |
| Break-even: |
35.49 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
1.82 |
| Spread abs.: |
0.03 |
| Spread %: |
11.11% |
| Delta: |
0.74 |
| Theta: |
-0.10 |
| Omega: |
8.60 |
| Rho: |
0.00 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-6.67% |
| 3 Months |
|
|
+6900.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.300 |
0.260 |
| 6M High / 6M Low: |
0.380 |
0.001 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.280 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.194 |
| Avg. volume 6M: |
|
247.525 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.07% |
| Volatility 6M: |
|
28,502.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
