UBS Call 39 JNPR 17.01.2025/  CH1322961835  /

EUWAX
13/09/2024  09:46:53 Chg.+0.026 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.132EUR +24.53% -
Bid Size: -
-
Ask Size: -
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: 19.01
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.23
Parity: -0.04
Time value: 0.18
Break-even: 37.03
Moneyness: 0.99
Premium: 0.06
Premium p.a.: 0.20
Spread abs.: 0.03
Spread %: 18.06%
Delta: 0.53
Theta: -0.01
Omega: 10.02
Rho: 0.06
 

Quote data

Open: 0.132
High: 0.132
Low: 0.132
Previous Close: 0.106
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.33%
1 Month
  -17.50%
3 Months
  -28.26%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.138 0.092
1M High / 1M Low: 0.206 0.065
6M High / 6M Low: 0.260 0.065
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.113
Avg. volume 1W:   0.000
Avg. price 1M:   0.128
Avg. volume 1M:   0.000
Avg. price 6M:   0.166
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   471.09%
Volatility 6M:   330.32%
Volatility 1Y:   -
Volatility 3Y:   -