UBS Put 40 JNPR 20.12.2024
/ DE000UM1YHW6
UBS Put 40 JNPR 20.12.2024/ DE000UM1YHW6 /
| 2024-10-15 9:53:30 PM |
Chg.-0.063 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.133EUR |
-32.14% |
-
Bid Size: - |
-
Ask Size: - |
Juniper Networks Inc |
40.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
UM1YHW |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Juniper Networks Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-12 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-17.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.23 |
| Parity: |
0.11 |
| Time value: |
0.09 |
| Break-even: |
34.61 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
5.10% |
| Delta: |
-0.57 |
| Theta: |
-0.01 |
| Omega: |
-9.87 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.173 |
| High: |
0.176 |
| Low: |
0.133 |
| Previous Close: |
0.196 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.39% |
| 1 Month |
|
|
-24.00% |
| 3 Months |
|
|
-46.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.196 |
0.133 |
| 1M High / 1M Low: |
0.196 |
0.133 |
| 6M High / 6M Low: |
0.390 |
0.133 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.168 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.160 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.265 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.44% |
| Volatility 6M: |
|
87.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
