UBS Call 37 JNPR 21.03.2025/  DE000UM1TQQ9  /

UBS Investment Bank
10/15/2024  9:53:25 PM Chg.+0.010 Bid- Ask- Underlying Strike price Expiration date Option type
0.238EUR +4.39% -
Bid Size: -
-
Ask Size: -
Juniper Networks Inc 37.00 USD 3/21/2025 Call
 

Master data

WKN: UM1TQQ
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Juniper Networks Inc
Type: Warrant
Option type: Call
Strike price: 37.00 USD
Maturity: 3/21/2025
Issue date: 2/14/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 14.93
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.16
Implied volatility: 0.11
Historic volatility: 0.23
Parity: 0.16
Time value: 0.08
Break-even: 36.30
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 4.39%
Delta: 0.80
Theta: 0.00
Omega: 12.00
Rho: 0.11
 

Quote data

Open: 0.226
High: 0.246
Low: 0.221
Previous Close: 0.228
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.68%
1 Month  
+8.18%
3 Months  
+45.12%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.238 0.214
1M High / 1M Low: 0.240 0.214
6M High / 6M Low: 0.240 0.051
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.223
Avg. volume 1W:   0.000
Avg. price 1M:   0.226
Avg. volume 1M:   0.000
Avg. price 6M:   0.155
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   65.47%
Volatility 6M:   143.41%
Volatility 1Y:   -
Volatility 3Y:   -