UBS Call 38 JNPR 19.12.2025/  CH1322974101  /

EUWAX
10/16/2024  9:48:39 AM Chg.-0.150 Bid10:27:32 AM Ask10:27:32 AM Underlying Strike price Expiration date Option type
0.260EUR -36.59% 0.280
Bid Size: 10,000
0.330
Ask Size: 10,000
Juniper Networks Inc 38.00 USD 12/19/2025 Call
 

Master data

WKN: UM1LAK
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Juniper Networks Inc
Type: Warrant
Option type: Call
Strike price: 38.00 USD
Maturity: 12/19/2025
Issue date: 2/12/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.79
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.09
Implied volatility: 0.23
Historic volatility: 0.23
Parity: 0.09
Time value: 0.37
Break-even: 39.52
Moneyness: 1.03
Premium: 0.10
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 6.98%
Delta: 0.65
Theta: -0.01
Omega: 5.05
Rho: 0.22
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.410
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.08%
1 Month  
+14.54%
3 Months
  -18.75%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.203
1M High / 1M Low: 0.410 0.172
6M High / 6M Low: 0.490 0.172
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.335
Avg. volume 1W:   0.000
Avg. price 1M:   0.250
Avg. volume 1M:   0.000
Avg. price 6M:   0.296
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   448.20%
Volatility 6M:   350.33%
Volatility 1Y:   -
Volatility 3Y:   -