UBS Call 37 JNPR 20.12.2024
/ CH1322955456
UBS Call 37 JNPR 20.12.2024/ CH1322955456 /
2024-08-09 9:28:35 AM |
Chg.+0.033 |
Bid9:10:30 PM |
Ask9:10:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.077EUR |
+75.00% |
0.088 Bid Size: 25,000 |
0.520 Ask Size: 25,000 |
Juniper Networks Inc |
37.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
UM2LKL |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Juniper Networks Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
37.00 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: |
6.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.30 |
Intrinsic value: |
0.14 |
Implied volatility: |
0.52 |
Historic volatility: |
0.24 |
Parity: |
0.14 |
Time value: |
0.39 |
Break-even: |
39.20 |
Moneyness: |
1.04 |
Premium: |
0.11 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.43 |
Spread %: |
419.61% |
Delta: |
0.63 |
Theta: |
-0.02 |
Omega: |
4.20 |
Rho: |
0.06 |
Quote data
Open: |
0.077 |
High: |
0.077 |
Low: |
0.077 |
Previous Close: |
0.044 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-64.84% |
1 Month |
|
|
+133.33% |
3 Months |
|
|
-56.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.219 |
0.044 |
1M High / 1M Low: |
0.310 |
0.033 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.091 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.196 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,314.82% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |