UBS Call 36 JNPR 19.12.2025/  CH1322974085  /

Frankfurt Zert./UBS
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:   -