UBS Call 38 JNPR 19.12.2025/  CH1322974101  /

UBS Investment Bank
10/16/2024  8:03:00 AM Chg.-0.170 Bid8:03:00 AM Ask8:03:00 AM Underlying Strike price Expiration date Option type
0.260EUR -39.53% 0.260
Bid Size: 7,500
0.340
Ask Size: 7,500
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: 10.45
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.07
Implied volatility: 0.15
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.: 0.03
Spread %: 9.68%
Delta: 0.67
Theta: 0.00
Omega: 6.98
Rho: 0.24
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.430
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.73%
1 Month  
+4.00%
3 Months
  -7.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.310
1M High / 1M Low: 0.430 0.203
6M High / 6M Low: 0.480 0.171
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.362
Avg. volume 1W:   0.000
Avg. price 1M:   0.275
Avg. volume 1M:   0.000
Avg. price 6M:   0.307
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   293.64%
Volatility 6M:   312.80%
Volatility 1Y:   -
Volatility 3Y:   -