UBS Call 41 JNPR 20.12.2024
/ CH1322961793
UBS Call 41 JNPR 20.12.2024/ CH1322961793 /
13/09/2024 09:46:53 |
Chg.+0.017 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
0.066EUR |
+34.69% |
- Bid Size: - |
- Ask Size: - |
Juniper Networks Inc |
41.00 USD |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
12/02/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
27.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.23 |
Parity: |
-0.22 |
Time value: |
0.13 |
Break-even: |
38.28 |
Moneyness: |
0.94 |
Premium: |
0.10 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.03 |
Spread %: |
27.27% |
Delta: |
0.39 |
Theta: |
-0.01 |
Omega: |
10.73 |
Rho: |
0.03 |
Quote data
Open: |
0.066 |
High: |
0.066 |
Low: |
0.066 |
Previous Close: |
0.049 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-22.35% |
1 Month |
|
|
-37.14% |
3 Months |
|
|
0.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.049 |
1M High / 1M Low: |
0.151 |
0.035 |
6M High / 6M Low: |
0.205 |
0.001 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.075 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.077 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.094 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
642.54% |
Volatility 6M: |
|
52,865.89% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |