UBS Call 38 JNPR 20.12.2024/  CH1322955464  /

UBS Investment Bank
8/9/2024  9:56:49 PM Chg.-0.043 Bid- Ask- Underlying Strike price Expiration date Option type
0.003EUR -93.48% -
Bid Size: -
-
Ask Size: -
Juniper Networks Inc 38.00 USD 12/20/2024 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: 12/20/2024
Issue date: 2/12/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.52
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.05
Implied volatility: 0.50
Historic volatility: 0.24
Parity: 0.05
Time value: 0.42
Break-even: 39.51
Moneyness: 1.02
Premium: 0.12
Premium p.a.: 0.36
Spread abs.: 0.42
Spread %: 921.74%
Delta: 0.60
Theta: -0.02
Omega: 4.49
Rho: 0.06
 

Quote data

Open: 0.218
High: 0.218
Low: 0.002
Previous Close: 0.046
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+200.00%
1 Month
  -92.31%
3 Months
  -97.86%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.046 0.001
1M High / 1M Low: 0.300 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.018
Avg. volume 1W:   0.000
Avg. price 1M:   0.180
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   5,853.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -