UBS Call 38 JNPR 21.03.2025/  DE000UM1U2Q4  /

Frankfurt Zert./UBS
8/9/2024  7:41:23 PM Chg.-0.009 Bid9:21:36 PM Ask9:21:36 PM Underlying Strike price Expiration date Option type
0.167EUR -5.11% 0.172
Bid Size: 25,000
0.182
Ask Size: 25,000
Juniper Networks Inc 38.00 USD 3/21/2025 Call
 

Master data

WKN: UM1U2Q
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Juniper Networks Inc
Type: Warrant
Option type: Call
Strike price: 38.00 USD
Maturity: 3/21/2025
Issue date: 2/14/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 20.55
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.05
Implied volatility: 0.09
Historic volatility: 0.24
Parity: 0.05
Time value: 0.12
Break-even: 36.53
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 6.83%
Delta: 0.72
Theta: 0.00
Omega: 14.80
Rho: 0.15
 

Quote data

Open: 0.162
High: 0.178
Low: 0.160
Previous Close: 0.176
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+21.90%
1 Month  
+33.60%
3 Months  
+247.92%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.176 0.137
1M High / 1M Low: 0.176 0.113
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.153
Avg. volume 1W:   0.000
Avg. price 1M:   0.134
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.99%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -