UBS Call 37 JNPR 17.01.2025
/ CH1322961819
UBS Call 37 JNPR 17.01.2025/ CH1322961819 /
| 15/10/2024 15:24:17 |
Chg.- |
Bid08:20:44 |
Ask08:20:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.211EUR |
- |
0.207
Bid Size: 7,500 |
0.290
Ask Size: 7,500 |
Juniper Networks Inc |
37.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
UM2F8W |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Juniper Networks Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
12/02/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.23 |
| Parity: |
0.16 |
| Time value: |
0.06 |
| Break-even: |
36.18 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
14.14% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
12.20 |
| Rho: |
0.07 |
Quote data
| Open: |
0.203 |
| High: |
0.211 |
| Low: |
0.203 |
| Previous Close: |
0.201 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.57% |
| 1 Month |
|
|
-11.34% |
| 3 Months |
|
|
-10.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.211 |
0.181 |
| 1M High / 1M Low: |
0.300 |
0.181 |
| 6M High / 6M Low: |
0.330 |
0.126 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.197 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.222 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.224 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.82% |
| Volatility 6M: |
|
224.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
