UBS Call 38 JNPR 17.01.2025
/ CH1322961827
UBS Call 38 JNPR 17.01.2025/ CH1322961827 /
| 13/09/2024 19:31:45 |
Chg.+0.016 |
Bid21:54:34 |
Ask21:54:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.213EUR |
+8.12% |
-
Bid Size: - |
-
Ask Size: - |
Juniper Networks Inc |
38.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
UM2EWW |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Juniper Networks Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 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: |
14.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.23 |
| Parity: |
0.05 |
| Time value: |
0.18 |
| Break-even: |
36.67 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
12.92% |
| Delta: |
0.61 |
| Theta: |
-0.01 |
| Omega: |
8.96 |
| Rho: |
0.06 |
Quote data
| Open: |
0.180 |
| High: |
0.230 |
| Low: |
0.180 |
| Previous Close: |
0.197 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.03% |
| 1 Month |
|
|
-1.84% |
| 3 Months |
|
|
-11.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.213 |
0.182 |
| 1M High / 1M Low: |
0.250 |
0.124 |
| 6M High / 6M Low: |
0.300 |
0.109 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.198 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.202 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.206 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
265.70% |
| Volatility 6M: |
|
239.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
