UBS Call 36 JNPR 20.09.2024
/ DE000UM1YMJ3
UBS Call 36 JNPR 20.09.2024/ DE000UM1YMJ3 /
2024-08-16 9:45:10 PM |
Chg.-0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.270EUR |
-3.57% |
- Bid Size: - |
- Ask Size: - |
Juniper Networks Inc |
36.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
UM1YMJ |
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: |
European |
Quanto: |
No |
Gearing: |
12.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.23 |
Implied volatility: |
0.71 |
Historic volatility: |
0.23 |
Parity: |
0.23 |
Time value: |
0.05 |
Break-even: |
35.29 |
Moneyness: |
1.07 |
Premium: |
0.01 |
Premium p.a.: |
1.10 |
Spread abs.: |
0.01 |
Spread %: |
3.70% |
Delta: |
0.77 |
Theta: |
-0.08 |
Omega: |
9.60 |
Rho: |
0.00 |
Quote data
Open: |
0.290 |
High: |
0.290 |
Low: |
0.270 |
Previous Close: |
0.280 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+162.14% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.280 |
0.270 |
6M High / 6M Low: |
0.290 |
0.039 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.273 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.142 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
81.34% |
Volatility 6M: |
|
248.32% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |