UBS Call 36 JNPR 20.06.2025
/ CH1322961868
UBS Call 36 JNPR 20.06.2025/ CH1322961868 /
| 10/16/2024 10:25:03 AM |
Chg.-0.050 |
Bid10:38:53 AM |
Ask10:38:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-12.20% |
0.360
Bid Size: 10,000 |
0.410
Ask Size: 10,000 |
Juniper Networks Inc |
36.00 USD |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
2/12/2024 |
| Last trading day: |
6/19/2025 |
| 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: |
0.360 |
| Low: |
0.340 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
-2.70% |
| 3 Months |
|
|
-7.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.390 |
| 1M High / 1M Low: |
0.410 |
0.310 |
| 6M High / 6M Low: |
0.450 |
0.220 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.402 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.369 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.349 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.13% |
| Volatility 6M: |
|
169.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
