UBS Call 39 JNPR 20.12.2024/  CH1322955472  /

UBS Investment Bank
9/13/2024  9:54:34 PM Chg.+0.004 Bid- Ask- Underlying Strike price Expiration date Option type
0.151EUR +2.72% -
Bid Size: -
-
Ask Size: -
Juniper Networks Inc 39.00 USD 12/20/2024 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: 12/20/2024
Issue date: 2/12/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.88
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.23
Parity: -0.04
Time value: 0.18
Break-even: 36.95
Moneyness: 0.99
Premium: 0.06
Premium p.a.: 0.25
Spread abs.: 0.03
Spread %: 19.05%
Delta: 0.52
Theta: -0.01
Omega: 10.31
Rho: 0.04
 

Quote data

Open: 0.120
High: 0.169
Low: 0.118
Previous Close: 0.147
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15000.00%
1 Month
  -18.82%
3 Months
  -8.48%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.175 0.129
1M High / 1M Low: 0.233 0.001
6M High / 6M Low: 0.270 0.001
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.149
Avg. volume 1W:   0.000
Avg. price 1M:   0.142
Avg. volume 1M:   0.000
Avg. price 6M:   0.127
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   73,661.55%
Volatility 6M:   63,608.04%
Volatility 1Y:   -
Volatility 3Y:   -