UBS Call 39 JNPR 17.01.2025/  CH1322961835  /

EUWAX
15/10/2024  15:24:17 Chg.+0.010 Bid22:00:24 Ask22:00:24 Underlying Strike price Expiration date Option type
0.094EUR +11.90% -
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: 29.61
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.23
Parity: -0.02
Time value: 0.12
Break-even: 36.95
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 0.16
Spread abs.: 0.03
Spread %: 30.43%
Delta: 0.53
Theta: -0.01
Omega: 15.60
Rho: 0.05
 

Quote data

Open: 0.085
High: 0.094
Low: 0.085
Previous Close: 0.084
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+49.21%
1 Month
  -30.88%
3 Months
  -40.13%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.094 0.063
1M High / 1M Low: 0.189 0.063
6M High / 6M Low: 0.260 0.063
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.079
Avg. volume 1W:   0.000
Avg. price 1M:   0.108
Avg. volume 1M:   0.000
Avg. price 6M:   0.148
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   350.19%
Volatility 6M:   354.89%
Volatility 1Y:   -
Volatility 3Y:   -