UBS Call 38 JNPR 20.12.2024/  CH1322955464  /

Frankfurt Zert./UBS
2024-10-15  7:38:43 PM Chg.+0.001 Bid9:53:25 PM Ask9:53:25 PM Underlying Strike price Expiration date Option type
0.162EUR +0.62% -
Bid Size: -
-
Ask Size: -
Juniper Networks Inc 38.00 USD 2024-12-20 Call
 

Master data

WKN: UM2AKM
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Juniper Networks Inc
Type: Warrant
Option type: Call
Strike price: 38.00 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: 20.07
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.07
Implied volatility: 0.21
Historic volatility: 0.23
Parity: 0.07
Time value: 0.11
Break-even: 36.60
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 18.00%
Delta: 0.63
Theta: -0.01
Omega: 12.62
Rho: 0.04
 

Quote data

Open: 0.127
High: 0.180
Low: 0.127
Previous Close: 0.161
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+16100.00%
1 Month
  -18.59%
3 Months
  -44.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.162 0.001
1M High / 1M Low: 0.248 0.001
6M High / 6M Low: 0.290 0.001
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.124
Avg. volume 1W:   0.000
Avg. price 1M:   0.177
Avg. volume 1M:   0.000
Avg. price 6M:   0.146
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   51,082.69%
Volatility 6M:   52,776.68%
Volatility 1Y:   -
Volatility 3Y:   -