UBS Call 38 JNPR 21.03.2025
/ DE000UM1U2Q4
UBS Call 38 JNPR 21.03.2025/ DE000UM1U2Q4 /
| 10/16/2024 8:38:06 AM |
Chg.+0.005 |
Bid11:57:09 AM |
Ask11:57:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.154EUR |
+3.36% |
0.157
Bid Size: 10,000 |
0.167
Ask Size: 10,000 |
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: |
21.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.09 |
| Historic volatility: |
0.23 |
| Parity: |
0.09 |
| Time value: |
0.08 |
| Break-even: |
36.61 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
6.96% |
| Delta: |
0.76 |
| Theta: |
0.00 |
| Omega: |
16.08 |
| Rho: |
0.11 |
Quote data
| Open: |
0.154 |
| High: |
0.154 |
| Low: |
0.154 |
| Previous Close: |
0.149 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.24% |
| 1 Month |
|
|
+1.32% |
| 3 Months |
|
|
+25.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.149 |
0.136 |
| 1M High / 1M Low: |
0.187 |
0.136 |
| 6M High / 6M Low: |
0.188 |
0.041 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.141 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.157 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.115 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.96% |
| Volatility 6M: |
|
167.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
