UBS Call 38 JNPR 17.01.2025/  CH1322961827  /

Frankfurt Zert./UBS
9/13/2024  7:31:45 PM Chg.+0.016 Bid9:54:34 PM Ask9:54:34 PM Underlying Strike price Expiration date Option type
0.213EUR +8.12% -
Bid Size: -
-
Ask Size: -
Juniper Networks Inc 38.00 USD 1/17/2025 Call
 

Master data

WKN: UM2EWW
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Juniper Networks Inc
Type: Warrant
Option type: Call
Strike price: 38.00 USD
Maturity: 1/17/2025
Issue date: 2/12/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.13
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.05
Implied volatility: 0.23
Historic volatility: 0.23
Parity: 0.05
Time value: 0.18
Break-even: 36.60
Moneyness: 1.01
Premium: 0.05
Premium p.a.: 0.16
Spread abs.: 0.03
Spread %: 13.86%
Delta: 0.60
Theta: -0.01
Omega: 9.14
Rho: 0.06
 

Quote data

Open: 0.180
High: 0.230
Low: 0.180
Previous Close: 0.197
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+17.03%
1 Month
  -1.84%
3 Months
  -11.98%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.213 0.182
1M High / 1M Low: 0.250 0.124
6M High / 6M Low: 0.300 0.109
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.198
Avg. volume 1W:   0.000
Avg. price 1M:   0.202
Avg. volume 1M:   0.000
Avg. price 6M:   0.206
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   265.70%
Volatility 6M:   239.81%
Volatility 1Y:   -
Volatility 3Y:   -