UBS Call 37 JNPR 21.06.2024/  CH1322955332  /

Frankfurt Zert./UBS
2024-06-14  3:55:15 PM Chg.-0.009 Bid4:11:47 PM Ask- Underlying Strike price Expiration date Option type
0.048EUR -15.79% 0.046
Bid Size: 25,000
-
Ask Size: -
Juniper Networks Inc 37.00 USD 2024-06-21 Call
 

Master data

WKN: UM2PX9
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Juniper Networks Inc
Type: Warrant
Option type: Call
Strike price: 37.00 USD
Maturity: 2024-06-21
Issue date: 2024-02-12
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 56.12
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.26
Parity: -0.14
Time value: 0.06
Break-even: 35.05
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 18.49
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.34
Theta: -0.07
Omega: 18.81
Rho: 0.00
 

Quote data

Open: 0.038
High: 0.049
Low: 0.036
Previous Close: 0.057
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month
  -43.53%
3 Months
  -76.59%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.083 0.049
1M High / 1M Low: 0.219 0.037
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.070
Avg. volume 1W:   0.000
Avg. price 1M:   0.088
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,829.95%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -