UBS Call 36 JNPR 20.06.2025
/ CH1322961868
UBS Call 36 JNPR 20.06.2025/ CH1322961868 /
| 2024-10-16 9:48:33 AM |
Chg.-0.080 |
Bid11:02:20 AM |
Ask11:02:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-19.05% |
0.360
Bid Size: 10,000 |
0.410
Ask Size: 10,000 |
Juniper Networks Inc |
36.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
UM172S |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Juniper Networks Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-02-12 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.23 |
| Parity: |
0.27 |
| Time value: |
0.20 |
| Break-even: |
37.78 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
6.82% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
5.59 |
| Rho: |
0.15 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.33% |
| 1 Month |
|
|
+3.03% |
| 3 Months |
|
|
-2.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.300 |
| 1M High / 1M Low: |
0.420 |
0.280 |
| 6M High / 6M Low: |
0.470 |
0.230 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.382 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.341 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.338 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.99% |
| Volatility 6M: |
|
184.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
