UBS Put 42 JNPR 20.12.2024
/ DE000UM1RUE1
UBS Put 42 JNPR 20.12.2024/ DE000UM1RUE1 /
2024-10-15 7:39:10 PM |
Chg.0.000 |
Bid9:48:53 PM |
Ask9:48:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.300EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Juniper Networks Inc |
42.00 USD |
2024-12-20 |
Put |
Master data
WKN: |
UM1RUE |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Juniper Networks Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
42.00 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: |
-10.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.32 |
Intrinsic value: |
0.30 |
Implied volatility: |
0.25 |
Historic volatility: |
0.23 |
Parity: |
0.30 |
Time value: |
0.03 |
Break-even: |
35.20 |
Moneyness: |
1.08 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
3.13% |
Delta: |
-0.74 |
Theta: |
-0.01 |
Omega: |
-7.99 |
Rho: |
-0.05 |
Quote data
Open: |
0.310 |
High: |
0.320 |
Low: |
0.290 |
Previous Close: |
0.300 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-9.09% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-14.29% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.300 |
1M High / 1M Low: |
0.330 |
0.280 |
6M High / 6M Low: |
0.450 |
0.280 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.316 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.301 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.364 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
60.77% |
Volatility 6M: |
|
50.72% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |