UBS Call 36 JNPR 20.12.2024
/ CH1322955449
UBS Call 36 JNPR 20.12.2024/ CH1322955449 /
| 2024-08-09 9:28:35 AM |
Chg.+0.033 |
Bid9:03:24 PM |
Ask9:03:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.144EUR |
+29.73% |
0.151
Bid Size: 25,000 |
0.580
Ask Size: 25,000 |
Juniper Networks Inc |
36.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
UM2JEF |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Juniper Networks Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-12 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.24 |
| Parity: |
0.24 |
| Time value: |
0.36 |
| Break-even: |
38.98 |
| Moneyness: |
1.07 |
| Premium: |
0.10 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.43 |
| Spread %: |
252.94% |
| Delta: |
0.66 |
| Theta: |
-0.02 |
| Omega: |
3.89 |
| Rho: |
0.06 |
Quote data
| Open: |
0.144 |
| High: |
0.144 |
| Low: |
0.144 |
| Previous Close: |
0.111 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-48.57% |
| 1 Month |
|
|
+65.52% |
| 3 Months |
|
|
-29.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.111 |
| 1M High / 1M Low: |
0.360 |
0.087 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.153 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.251 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
731.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
