UBS Call 41 JNPR 20.12.2024
/ CH1322961793
UBS Call 41 JNPR 20.12.2024/ CH1322961793 /
10/16/2024 8:03:00 AM |
Chg.-0.029 |
Bid8:03:00 AM |
Ask8:03:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.010EUR |
-74.36% |
0.010 Bid Size: 7,500 |
0.093 Ask Size: 7,500 |
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: |
51.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.23 |
Parity: |
-0.21 |
Time value: |
0.07 |
Break-even: |
38.27 |
Moneyness: |
0.95 |
Premium: |
0.08 |
Premium p.a.: |
0.51 |
Spread abs.: |
0.03 |
Spread %: |
68.29% |
Delta: |
0.32 |
Theta: |
-0.01 |
Omega: |
16.53 |
Rho: |
0.02 |
Quote data
Open: |
0.010 |
High: |
0.010 |
Low: |
0.010 |
Previous Close: |
0.039 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+900.00% |
1 Month |
|
|
-89.47% |
3 Months |
|
|
-95.12% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.055 |
0.001 |
1M High / 1M Low: |
0.124 |
0.001 |
6M High / 6M Low: |
0.206 |
0.001 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.037 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.064 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.081 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
34,591.22% |
Volatility 6M: |
|
61,628.94% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |