UBS Call 36 JNPR 21.03.2025
/ DE000UM11KM9
UBS Call 36 JNPR 21.03.2025/ DE000UM11KM9 /
| 10/15/2024 9:28:25 PM |
Chg.+0.020 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
+6.67% |
-
Bid Size: - |
-
Ask Size: - |
Juniper Networks Inc |
36.00 USD |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
2/14/2024 |
| Last trading day: |
3/20/2025 |
| 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: |
0.300 |
| High: |
0.330 |
| Low: |
0.300 |
| Previous Close: |
0.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.67% |
| 1 Month |
|
|
+14.29% |
| 3 Months |
|
|
+59.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.290 |
| 1M High / 1M Low: |
0.320 |
0.270 |
| 6M High / 6M Low: |
0.320 |
0.076 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.302 |
| 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: |
|
59.11% |
| Volatility 6M: |
|
115.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
