UBS Call 39 JNPR 20.12.2024
/ CH1322955472
UBS Call 39 JNPR 20.12.2024/ CH1322955472 /
2024-10-15 9:53:25 PM |
Chg.+0.004 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.103EUR |
+4.04% |
- Bid Size: - |
- Ask Size: - |
Juniper Networks Inc |
39.00 USD |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2024-02-12 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
27.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.23 |
Parity: |
-0.02 |
Time value: |
0.13 |
Break-even: |
37.02 |
Moneyness: |
0.99 |
Premium: |
0.04 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.03 |
Spread %: |
28.28% |
Delta: |
0.52 |
Theta: |
-0.01 |
Omega: |
14.45 |
Rho: |
0.03 |
Quote data
Open: |
0.074 |
High: |
0.126 |
Low: |
0.071 |
Previous Close: |
0.099 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10200.00% |
1 Month |
|
|
-33.55% |
3 Months |
|
|
-58.80% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.103 |
0.001 |
1M High / 1M Low: |
0.188 |
0.001 |
6M High / 6M Low: |
0.260 |
0.001 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.081 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.116 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.111 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
61,301.62% |
Volatility 6M: |
|
67,864.03% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |