UBS Call 35 JNPR 21.03.2025/  DE000UM1W987  /

UBS Investment Bank
2024-11-22  3:49:01 PM Chg.-0.001 Bid- Ask- Underlying Strike price Expiration date Option type
0.173EUR -0.57% -
Bid Size: -
-
Ask Size: -
Juniper Networks Inc 35.00 - 2025-03-21 Call
 

Master data

WKN: UM1W98
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Juniper Networks Inc
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 2025-03-21
Issue date: 2024-02-14
Last trading day: 2024-11-26
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 20.29
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.07
Implied volatility: 0.18
Historic volatility: 0.23
Parity: 0.07
Time value: 0.11
Break-even: 36.76
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.12
Spread abs.: 0.00
Spread %: 1.73%
Delta: 0.64
Theta: -0.01
Omega: 12.93
Rho: 0.05
 

Quote data

Open: 0.167
High: 0.173
Low: 0.166
Previous Close: 0.174
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -49.12%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.173 0.173
6M High / 6M Low: 0.410 0.173
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.173
Avg. volume 1M:   0.000
Avg. price 6M:   0.309
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   91.44%
Volatility 1Y:   -
Volatility 3Y:   -