UBS Call 37 JNPR 20.06.2025/  CH1322961876  /

EUWAX
2024-12-20  9:42:29 AM Chg.-0.030 Bid10:00:20 PM Ask10:00:20 PM Underlying Strike price Expiration date Option type
0.270EUR -10.00% -
Bid Size: -
-
Ask Size: -
Juniper Networks Inc 37.00 USD 2025-06-20 Call
 

Master data

WKN: UM1734
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Juniper Networks Inc
Type: Warrant
Option type: Call
Strike price: 37.00 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: 11.52
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.02
Implied volatility: 0.27
Historic volatility: 0.23
Parity: 0.02
Time value: 0.29
Break-even: 38.58
Moneyness: 1.01
Premium: 0.08
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 6.90%
Delta: 0.58
Theta: -0.01
Omega: 6.68
Rho: 0.09
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.300
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.18%
1 Month  
+34.33%
3 Months
  -10.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.270
1M High / 1M Low: 0.330 0.200
6M High / 6M Low: 0.420 0.138
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.290
Avg. volume 1W:   0.000
Avg. price 1M:   0.261
Avg. volume 1M:   0.000
Avg. price 6M:   0.287
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   248.74%
Volatility 6M:   214.21%
Volatility 1Y:   -
Volatility 3Y:   -