UBS Call 37 JNPR 21.06.2024/  CH1322955332  /

UBS Investment Bank
2024-06-14  10:42:24 AM Chg.-0.010 Bid10:42:24 AM Ask- Underlying Strike price Expiration date Option type
0.049EUR -16.95% 0.049
Bid Size: 2,500
-
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: 0.037
High: 0.050
Low: 0.035
Previous Close: 0.059
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -39.51%
1 Month
  -41.67%
3 Months
  -76.56%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.083 0.059
1M High / 1M Low: 0.203 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.073
Avg. volume 1W:   0.000
Avg. price 1M:   0.075
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   42,112.77%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -