UBS Put 42 JNPR 20.12.2024
/ DE000UM1RUE1
UBS Put 42 JNPR 20.12.2024/ DE000UM1RUE1 /
| 2024-08-09 8:55:04 PM |
Chg.+0.010 |
Bid8:55:04 PM |
Ask8:55:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
+3.23% |
0.320
Bid Size: 25,000 |
0.330
Ask Size: 25,000 |
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: |
-11.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.24 |
| Parity: |
0.31 |
| Time value: |
0.01 |
| Break-even: |
35.28 |
| Moneyness: |
1.09 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
3.23% |
| Delta: |
-0.74 |
| Theta: |
0.00 |
| Omega: |
-8.12 |
| Rho: |
-0.11 |
Quote data
| Open: |
0.310 |
| High: |
0.330 |
| Low: |
0.310 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.88% |
| 1 Month |
|
|
-13.51% |
| 3 Months |
|
|
-28.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.310 |
| 1M High / 1M Low: |
0.370 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.328 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.347 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
