UBS Call 37 JNPR 20.06.2025/  CH1322961876  /

EUWAX
09/08/2024  09:28:43 Chg.+0.010 Bid22:00:14 Ask22:00:14 Underlying Strike price Expiration date Option type
0.310EUR +3.33% -
Bid Size: -
-
Ask Size: -
Juniper Networks Inc 37.00 USD 20/06/2025 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: 20/06/2025
Issue date: 12/02/2024
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.03
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.14
Implied volatility: 0.24
Historic volatility: 0.24
Parity: 0.14
Time value: 0.30
Break-even: 38.30
Moneyness: 1.04
Premium: 0.08
Premium p.a.: 0.10
Spread abs.: 0.08
Spread %: 22.22%
Delta: 0.67
Theta: -0.01
Omega: 5.38
Rho: 0.17
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.300
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.42%
1 Month  
+3.33%
3 Months  
+34.78%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.290
1M High / 1M Low: 0.420 0.290
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.312
Avg. volume 1W:   0.000
Avg. price 1M:   0.312
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   186.46%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -