UBS Call 39 JNPR 17.01.2025/  CH1322961835  /

UBS Investment Bank
16/10/2024  10:27:32 Chg.-0.016 Bid10:27:32 Ask10:27:32 Underlying Strike price Expiration date Option type
0.096EUR -14.29% 0.096
Bid Size: 10,000
0.151
Ask Size: 10,000
Juniper Networks Inc 39.00 USD 17/01/2025 Call
 

Master data

WKN: UM2CQQ
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Juniper Networks Inc
Type: Warrant
Option type: Call
Strike price: 39.00 USD
Maturity: 17/01/2025
Issue date: 12/02/2024
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 25.77
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.23
Parity: 0.00
Time value: 0.14
Break-even: 37.23
Moneyness: 1.00
Premium: 0.04
Premium p.a.: 0.16
Spread abs.: 0.03
Spread %: 24.11%
Delta: 0.55
Theta: -0.01
Omega: 14.24
Rho: 0.05
 

Quote data

Open: 0.080
High: 0.096
Low: 0.079
Previous Close: 0.112
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+47.69%
1 Month
  -40.37%
3 Months
  -45.45%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.112 0.065
1M High / 1M Low: 0.200 0.065
6M High / 6M Low: 0.270 0.065
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.092
Avg. volume 1W:   0.000
Avg. price 1M:   0.134
Avg. volume 1M:   0.000
Avg. price 6M:   0.162
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   321.65%
Volatility 6M:   313.57%
Volatility 1Y:   -
Volatility 3Y:   -