UBS Call 41 JNPR 20.12.2024
/ CH1322961793
UBS Call 41 JNPR 20.12.2024/ CH1322961793 /
| 10/16/2024 10:30:41 AM |
Chg.-0.024 |
Bid10:46:05 AM |
Ask10:46:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.024EUR |
-50.00% |
0.024
Bid Size: 10,000 |
0.080
Ask Size: 10,000 |
Juniper Networks Inc |
41.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
UM2D32 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Juniper Networks Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
41.00 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: |
53.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.23 |
| Parity: |
-0.19 |
| Time value: |
0.07 |
| Break-even: |
38.34 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.03 |
| Spread %: |
71.79% |
| Delta: |
0.33 |
| Theta: |
-0.01 |
| Omega: |
17.54 |
| Rho: |
0.02 |
Quote data
| Open: |
0.010 |
| High: |
0.025 |
| Low: |
0.010 |
| Previous Close: |
0.048 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2300.00% |
| 1 Month |
|
|
-73.63% |
| 3 Months |
|
|
-88.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.070 |
0.001 |
| 1M High / 1M Low: |
0.133 |
0.001 |
| 6M High / 6M Low: |
0.215 |
0.001 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.043 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.074 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.088 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
15,199.99% |
| Volatility 6M: |
|
57,685.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
