UBS Call 37 JNPR 20.12.2024/  CH1322955456  /

UBS Investment Bank
09/08/2024  21:56:41 Chg.-0.044 Bid- Ask- Underlying Strike price Expiration date Option type
0.058EUR -43.14% -
Bid Size: -
-
Ask Size: -
Juniper Networks Inc 37.00 USD 20/12/2024 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: 20/12/2024
Issue date: 12/02/2024
Last trading day: 19/12/2024
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: 0.270
High: 0.280
Low: 0.057
Previous Close: 0.102
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.83%
1 Month
  -26.58%
3 Months
  -63.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.102 0.048
1M High / 1M Low: 0.340 0.048
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.069
Avg. volume 1W:   0.000
Avg. price 1M:   0.226
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   926.79%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -