UBS Call 37 JNPR 17.01.2025/  CH1322961819  /

EUWAX
8/9/2024  9:28:42 AM Chg.-0.004 Bid10:00:14 PM Ask10:00:14 PM Underlying Strike price Expiration date Option type
0.229EUR -1.72% -
Bid Size: -
-
Ask Size: -
Juniper Networks Inc 37.00 USD 1/17/2025 Call
 

Master data

WKN: UM2F8W
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Juniper Networks Inc
Type: Warrant
Option type: Call
Strike price: 37.00 USD
Maturity: 1/17/2025
Issue date: 2/12/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.71
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.14
Implied volatility: 0.24
Historic volatility: 0.24
Parity: 0.14
Time value: 0.19
Break-even: 37.20
Moneyness: 1.04
Premium: 0.05
Premium p.a.: 0.12
Spread abs.: 0.08
Spread %: 32.00%
Delta: 0.67
Theta: -0.01
Omega: 7.19
Rho: 0.09
 

Quote data

Open: 0.229
High: 0.229
Low: 0.229
Previous Close: 0.233
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.92%
1 Month
  -4.18%
3 Months  
+72.18%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.228
1M High / 1M Low: 0.330 0.211
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.241
Avg. volume 1W:   0.000
Avg. price 1M:   0.256
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   202.03%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -