UBS Call 38 JNPR 21.03.2025/  DE000UM1U2Q4  /

UBS Investment Bank
13/09/2024  21:54:34 Chg.-0.006 Bid- Ask- Underlying Strike price Expiration date Option type
0.152EUR -3.80% -
Bid Size: -
-
Ask Size: -
Juniper Networks Inc 38.00 USD 21/03/2025 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: 21/03/2025
Issue date: 14/02/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 20.71
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.05
Implied volatility: 0.11
Historic volatility: 0.23
Parity: 0.05
Time value: 0.12
Break-even: 35.98
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 6.33%
Delta: 0.68
Theta: 0.00
Omega: 14.04
Rho: 0.11
 

Quote data

Open: 0.157
High: 0.161
Low: 0.147
Previous Close: 0.158
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.70%
1 Month
  -13.64%
3 Months  
+80.95%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.158 0.135
1M High / 1M Low: 0.189 0.135
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:   0.164
Avg. volume 1M:   0.000
Avg. price 6M:   0.109
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.14%
Volatility 6M:   181.72%
Volatility 1Y:   -
Volatility 3Y:   -