UBS Call 37 JNPR 20.06.2025/  CH1322961876  /

EUWAX
10/16/2024  9:48:33 AM Chg.-0.080 Bid12:23:16 PM Ask12:23:16 PM Underlying Strike price Expiration date Option type
0.270EUR -22.86% 0.290
Bid Size: 10,000
0.340
Ask Size: 10,000
Juniper Networks Inc 37.00 USD 6/20/2025 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: 6/20/2025
Issue date: 2/12/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.95
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.18
Implied volatility: 0.22
Historic volatility: 0.23
Parity: 0.18
Time value: 0.22
Break-even: 38.00
Moneyness: 1.05
Premium: 0.06
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 5.26%
Delta: 0.69
Theta: -0.01
Omega: 6.18
Rho: 0.14
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.350
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.08%
1 Month     0.00%
3 Months
  -10.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.223
1M High / 1M Low: 0.350 0.199
6M High / 6M Low: 0.420 0.195
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.307
Avg. volume 1W:   0.000
Avg. price 1M:   0.269
Avg. volume 1M:   0.000
Avg. price 6M:   0.287
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   250.39%
Volatility 6M:   217.17%
Volatility 1Y:   -
Volatility 3Y:   -