UBS Call 38 JNPR 17.01.2025/  CH1322961827  /

UBS Investment Bank
10/15/2024  9:53:25 PM Chg.+0.031 Bid- Ask- Underlying Strike price Expiration date Option type
0.168EUR +22.63% -
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: 21.53
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.07
Implied volatility: 0.15
Historic volatility: 0.23
Parity: 0.07
Time value: 0.10
Break-even: 36.48
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 20.44%
Delta: 0.66
Theta: -0.01
Omega: 14.13
Rho: 0.06
 

Quote data

Open: 0.135
High: 0.183
Low: 0.132
Previous Close: 0.137
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+42.37%
1 Month
  -19.62%
3 Months
  -19.62%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.168 0.118
1M High / 1M Low: 0.250 0.118
6M High / 6M Low: 0.310 0.118
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.143
Avg. volume 1W:   0.000
Avg. price 1M:   0.184
Avg. volume 1M:   0.000
Avg. price 6M:   0.195
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   236.30%
Volatility 6M:   247.59%
Volatility 1Y:   -
Volatility 3Y:   -