UBS Put 40 JNPR 20.09.2024
/ DE000UM126F3
UBS Put 40 JNPR 20.09.2024/ DE000UM126F3 /
16/08/2024 09:38:41 |
Chg.- |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
0.139EUR |
- |
- Bid Size: - |
- Ask Size: - |
Juniper Networks Inc |
40.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
UM126F |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Juniper Networks Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
12/02/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-20.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.13 |
Implied volatility: |
0.45 |
Historic volatility: |
0.23 |
Parity: |
0.13 |
Time value: |
0.04 |
Break-even: |
34.43 |
Moneyness: |
1.04 |
Premium: |
0.01 |
Premium p.a.: |
0.71 |
Spread abs.: |
0.01 |
Spread %: |
6.37% |
Delta: |
-0.71 |
Theta: |
-0.05 |
Omega: |
-14.76 |
Rho: |
-0.01 |
Quote data
Open: |
0.139 |
High: |
0.139 |
Low: |
0.139 |
Previous Close: |
0.148 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+6.92% |
3 Months |
|
|
-62.43% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.148 |
0.130 |
6M High / 6M Low: |
0.430 |
0.130 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.139 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.311 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
222.79% |
Volatility 6M: |
|
94.19% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |