UBS Call 37 JNPR 21.03.2025
/ DE000UM1TQQ9
UBS Call 37 JNPR 21.03.2025/ DE000UM1TQQ9 /
2024-11-22 3:46:47 PM |
Chg.0.000 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.104EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Juniper Networks Inc |
37.00 - |
2025-03-21 |
Call |
Master data
WKN: |
UM1TQQ |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Juniper Networks Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
37.00 - |
Maturity: |
2025-03-21 |
Issue date: |
2024-02-14 |
Last trading day: |
2024-11-26 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
32.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.23 |
Parity: |
-0.13 |
Time value: |
0.11 |
Break-even: |
38.10 |
Moneyness: |
0.97 |
Premium: |
0.07 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.01 |
Spread %: |
5.77% |
Delta: |
0.42 |
Theta: |
-0.01 |
Omega: |
13.53 |
Rho: |
0.03 |
Quote data
Open: |
0.100 |
High: |
0.104 |
Low: |
0.099 |
Previous Close: |
0.104 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-55.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.104 |
0.104 |
6M High / 6M Low: |
0.270 |
0.103 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.104 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.200 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
110.13% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |