UBS Call 38 JNPR 20.06.2025/  CH1322961884  /

UBS Investment Bank
2024-10-15  3:35:30 PM Chg.+0.070 Bid- Ask- Underlying Strike price Expiration date Option type
0.320EUR +28.00% -
Bid Size: -
-
Ask Size: -
Juniper Networks Inc 38.00 USD 2025-06-20 Call
 

Master data

WKN: UM2Q8W
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Juniper Networks Inc
Type: Warrant
Option type: Call
Strike price: 38.00 USD
Maturity: 2025-06-20
Issue date: 2024-02-12
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.69
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.07
Implied volatility: 0.17
Historic volatility: 0.23
Parity: 0.07
Time value: 0.21
Break-even: 37.63
Moneyness: 1.02
Premium: 0.06
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 12.00%
Delta: 0.64
Theta: -0.01
Omega: 8.15
Rho: 0.14
 

Quote data

Open: 0.280
High: 0.320
Low: 0.280
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.08%
1 Month  
+35.59%
3 Months  
+10.34%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.250
1M High / 1M Low: 0.320 0.162
6M High / 6M Low: 0.370 0.161
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.272
Avg. volume 1W:   0.000
Avg. price 1M:   0.230
Avg. volume 1M:   0.000
Avg. price 6M:   0.255
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   234.30%
Volatility 6M:   231.28%
Volatility 1Y:   -
Volatility 3Y:   -