UBS Call 38 JNPR 16.01.2026/  CH1322974168  /

EUWAX
10/15/2024  3:24:24 PM Chg.- Bid9:16:08 AM Ask9:16:08 AM Underlying Strike price Expiration date Option type
0.420EUR - 0.260
Bid Size: 7,500
0.350
Ask Size: 7,500
Juniper Networks Inc 38.00 USD 1/16/2026 Call
 

Master data

WKN: UM125E
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Juniper Networks Inc
Type: Warrant
Option type: Call
Strike price: 38.00 USD
Maturity: 1/16/2026
Issue date: 2/12/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.45
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.07
Implied volatility: 0.14
Historic volatility: 0.23
Parity: 0.07
Time value: 0.27
Break-even: 38.23
Moneyness: 1.02
Premium: 0.08
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 6.25%
Delta: 0.68
Theta: 0.00
Omega: 7.07
Rho: 0.26
 

Quote data

Open: 0.410
High: 0.420
Low: 0.410
Previous Close: 0.340
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+102.90%
1 Month  
+85.02%
3 Months  
+27.27%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.207
1M High / 1M Low: 0.420 0.175
6M High / 6M Low: 0.510 0.175
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.343
Avg. volume 1W:   0.000
Avg. price 1M:   0.254
Avg. volume 1M:   0.000
Avg. price 6M:   0.302
Avg. volume 6M:   198.413
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   462.36%
Volatility 6M:   357.16%
Volatility 1Y:   -
Volatility 3Y:   -