UBS Call 39 JNPR 20.12.2024
/ CH1322955472
UBS Call 39 JNPR 20.12.2024/ CH1322955472 /
| 16/10/2024 10:20:58 |
Chg.-0.019 |
Bid10:27:32 |
Ask10:27:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.087EUR |
-17.92% |
0.087
Bid Size: 10,000 |
0.143
Ask Size: 10,000 |
Juniper Networks Inc |
39.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
UM2AKK |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Juniper Networks Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
39.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
12/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.23 |
| Parity: |
0.00 |
| Time value: |
0.13 |
| Break-even: |
37.15 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.03 |
| Spread %: |
27.18% |
| Delta: |
0.54 |
| Theta: |
-0.01 |
| Omega: |
14.81 |
| Rho: |
0.03 |
Quote data
| Open: |
0.071 |
| High: |
0.087 |
| Low: |
0.071 |
| Previous Close: |
0.106 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8600.00% |
| 1 Month |
|
|
-42.76% |
| 3 Months |
|
|
-65.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.108 |
0.001 |
| 1M High / 1M Low: |
0.206 |
0.001 |
| 6M High / 6M Low: |
0.250 |
0.001 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.129 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.119 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
33,141.09% |
| Volatility 6M: |
|
61,196.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
