UBS Put 41 JNPR 20.12.2024
/ DE000UM1S6E5
UBS Put 41 JNPR 20.12.2024/ DE000UM1S6E5 /
2024-08-09 7:26:08 PM |
Chg.+0.010 |
Bid9:28:24 PM |
Ask9:28:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.270EUR |
+3.85% |
0.270 Bid Size: 25,000 |
0.280 Ask Size: 25,000 |
Juniper Networks Inc |
41.00 USD |
2024-12-20 |
Put |
Master data
WKN: |
UM1S6E |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Juniper Networks Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
41.00 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: |
-13.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.30 |
Intrinsic value: |
0.22 |
Implied volatility: |
0.19 |
Historic volatility: |
0.24 |
Parity: |
0.22 |
Time value: |
0.05 |
Break-even: |
34.86 |
Moneyness: |
1.06 |
Premium: |
0.01 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.01 |
Spread %: |
3.85% |
Delta: |
-0.64 |
Theta: |
0.00 |
Omega: |
-8.32 |
Rho: |
-0.09 |
Quote data
Open: |
0.260 |
High: |
0.270 |
Low: |
0.260 |
Previous Close: |
0.260 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-10.00% |
1 Month |
|
|
-15.63% |
3 Months |
|
|
-37.21% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.300 |
0.260 |
1M High / 1M Low: |
0.330 |
0.260 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.276 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.300 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
55.30% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |