UBS Call 36 JNPR 20.12.2024/  CH1322955449  /

UBS Investment Bank
09/08/2024  21:56:41 Chg.-0.045 Bid- Ask- Underlying Strike price Expiration date Option type
0.125EUR -26.47% -
Bid Size: -
-
Ask Size: -
Juniper Networks Inc 36.00 USD 20/12/2024 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: 20/12/2024
Issue date: 12/02/2024
Last trading day: 19/12/2024
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: 0.340
High: 0.340
Low: 0.124
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.68%
1 Month
  -3.10%
3 Months
  -32.43%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.109
1M High / 1M Low: 0.400 0.109
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.133
Avg. volume 1W:   0.000
Avg. price 1M:   0.283
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   625.74%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -