UBS Call 38 JNPR 21.03.2025/  DE000UM1U2Q4  /

UBS Investment Bank
10/15/2024  9:53:25 PM Chg.-0.006 Bid- Ask- Underlying Strike price Expiration date Option type
0.158EUR -3.66% -
Bid Size: -
-
Ask Size: -
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: 20.42
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.07
Implied volatility: 0.11
Historic volatility: 0.23
Parity: 0.07
Time value: 0.10
Break-even: 36.57
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 6.10%
Delta: 0.69
Theta: -0.01
Omega: 14.03
Rho: 0.10
 

Quote data

Open: 0.153
High: 0.167
Low: 0.146
Previous Close: 0.164
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.86%
1 Month
  -5.39%
3 Months  
+21.54%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.164 0.139
1M High / 1M Low: 0.187 0.139
6M High / 6M Low: 0.189 0.031
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.148
Avg. volume 1W:   0.000
Avg. price 1M:   0.161
Avg. volume 1M:   0.000
Avg. price 6M:   0.116
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   125.42%
Volatility 6M:   172.65%
Volatility 1Y:   -
Volatility 3Y:   -