UBS Call 36 JNPR 21.03.2025
/ DE000UM11KM9
UBS Call 36 JNPR 21.03.2025/ DE000UM11KM9 /
15/10/2024 19:38:54 |
Chg.+0.020 |
Bid21:28:25 |
Ask21:28:25 |
Underlying |
Strike price |
Expiration date |
Option type |
0.320EUR |
+6.67% |
- Bid Size: - |
- Ask Size: - |
Juniper Networks Inc |
36.00 USD |
21/03/2025 |
Call |
Master data
WKN: |
UM11KM |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Juniper Networks Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
36.00 USD |
Maturity: |
21/03/2025 |
Issue date: |
14/02/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
11.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.38 |
Intrinsic value: |
0.25 |
Implied volatility: |
0.11 |
Historic volatility: |
0.23 |
Parity: |
0.25 |
Time value: |
0.06 |
Break-even: |
36.10 |
Moneyness: |
1.08 |
Premium: |
0.02 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.01 |
Spread %: |
3.33% |
Delta: |
0.90 |
Theta: |
0.00 |
Omega: |
10.37 |
Rho: |
0.12 |
Quote data
Open: |
0.310 |
High: |
0.330 |
Low: |
0.300 |
Previous Close: |
0.300 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
+6.67% |
1 Month |
|
|
+14.29% |
3 Months |
|
|
+56.86% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.320 |
0.300 |
1M High / 1M Low: |
0.320 |
0.280 |
6M High / 6M Low: |
0.320 |
0.071 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.304 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.294 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.198 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
40.37% |
Volatility 6M: |
|
116.20% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |