UBS Put 41 JNPR 20.09.2024
/ DE000UM11UF2
UBS Put 41 JNPR 20.09.2024/ DE000UM11UF2 /
16/08/2024 21:53:59 |
Chg.+0.011 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.243EUR |
+4.74% |
- Bid Size: - |
- Ask Size: - |
Juniper Networks Inc |
41.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
UM11UF |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Juniper Networks Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
41.00 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: |
-13.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.22 |
Implied volatility: |
0.54 |
Historic volatility: |
0.23 |
Parity: |
0.22 |
Time value: |
0.03 |
Break-even: |
34.51 |
Moneyness: |
1.06 |
Premium: |
0.01 |
Premium p.a.: |
0.54 |
Spread abs.: |
0.01 |
Spread %: |
2.88% |
Delta: |
-0.78 |
Theta: |
-0.05 |
Omega: |
-10.88 |
Rho: |
-0.01 |
Quote data
Open: |
0.228 |
High: |
0.243 |
Low: |
0.228 |
Previous Close: |
0.232 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-1.22% |
3 Months |
|
|
-40.73% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.246 |
0.232 |
6M High / 6M Low: |
0.470 |
0.219 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.240 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.367 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
116.64% |
Volatility 6M: |
|
80.97% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |