UBS Call 36 JNPR 19.12.2025
/ CH1322974085
UBS Call 36 JNPR 19.12.2025/ CH1322974085 /
2024-10-15 2:47:33 PM |
Chg.+0.070 |
Bid3:35:48 PM |
Ask3:35:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.520EUR |
+15.56% |
- Bid Size: - |
- Ask Size: - |
Juniper Networks Inc |
36.00 USD |
2025-12-19 |
Call |
Master data
WKN: |
UM2NQQ |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Juniper Networks Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
36.00 USD |
Maturity: |
2025-12-19 |
Issue date: |
2024-02-12 |
Last trading day: |
2025-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.55 |
Intrinsic value: |
0.25 |
Implied volatility: |
0.16 |
Historic volatility: |
0.23 |
Parity: |
0.25 |
Time value: |
0.22 |
Break-even: |
37.70 |
Moneyness: |
1.08 |
Premium: |
0.06 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
4.44% |
Delta: |
0.77 |
Theta: |
0.00 |
Omega: |
5.79 |
Rho: |
0.27 |
Quote data
Open: |
0.510 |
High: |
0.520 |
Low: |
0.510 |
Previous Close: |
0.450 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+4.00% |
1 Month |
|
|
+30.00% |
3 Months |
|
|
+40.54% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.520 |
0.450 |
1M High / 1M Low: |
0.520 |
0.340 |
6M High / 6M Low: |
0.570 |
0.233 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.490 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.415 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.402 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
177.23% |
Volatility 6M: |
|
249.93% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |