UBS Call 38 JNPR 20.12.2024
/ DE000UM11Z73
UBS Call 38 JNPR 20.12.2024/ DE000UM11Z73 /
| 16/10/2024 09:48:43 |
Chg.+0.007 |
Bid11:08:23 |
Ask11:08:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.145EUR |
+5.07% |
0.147
Bid Size: 10,000 |
0.157
Ask Size: 10,000 |
Juniper Networks Inc |
38.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
UM11Z7 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Juniper Networks Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
12/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
22.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.23 |
| Parity: |
0.09 |
| Time value: |
0.07 |
| Break-even: |
36.50 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
6.76% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
15.73 |
| Rho: |
0.04 |
Quote data
| Open: |
0.145 |
| High: |
0.145 |
| Low: |
0.145 |
| Previous Close: |
0.138 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.94% |
| 1 Month |
|
|
+9.85% |
| 3 Months |
|
|
+38.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.138 |
0.124 |
| 1M High / 1M Low: |
0.163 |
0.124 |
| 6M High / 6M Low: |
0.169 |
0.015 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.131 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.141 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.099 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.51% |
| Volatility 6M: |
|
225.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
