UBS Call 37 JNPR 20.06.2025/  CH1322961876  /

UBS Investment Bank
2024-09-13  9:48:05 PM Chg.+0.010 Bid- Ask- Underlying Strike price Expiration date Option type
0.300EUR +3.45% -
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: 10.87
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.14
Implied volatility: 0.16
Historic volatility: 0.23
Parity: 0.14
Time value: 0.18
Break-even: 36.60
Moneyness: 1.04
Premium: 0.05
Premium p.a.: 0.07
Spread abs.: 0.03
Spread %: 10.34%
Delta: 0.71
Theta: 0.00
Omega: 7.74
Rho: 0.17
 

Quote data

Open: 0.260
High: 0.300
Low: 0.260
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.38%
1 Month
  -21.05%
3 Months
  -9.09%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.270
1M High / 1M Low: 0.380 0.250
6M High / 6M Low: 0.440 0.188
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.282
Avg. volume 1W:   0.000
Avg. price 1M:   0.318
Avg. volume 1M:   0.000
Avg. price 6M:   0.311
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   134.00%
Volatility 6M:   191.97%
Volatility 1Y:   -
Volatility 3Y:   -