UBS Call 39 JNPR 17.01.2025/  CH1322961835  /

UBS Investment Bank
9/13/2024  9:54:34 PM Chg.+0.009 Bid- Ask- Underlying Strike price Expiration date Option type
0.164EUR +5.81% -
Bid Size: -
-
Ask Size: -
Juniper Networks Inc 39.00 USD 1/17/2025 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: 1/17/2025
Issue date: 2/12/2024
Last trading day: 1/16/2025
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: 0.128
High: 0.188
Low: 0.126
Previous Close: 0.155
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.39%
1 Month
  -19.61%
3 Months
  -14.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.164 0.127
1M High / 1M Low: 0.220 0.076
6M High / 6M Low: 0.280 0.076
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.151
Avg. volume 1W:   0.000
Avg. price 1M:   0.155
Avg. volume 1M:   0.000
Avg. price 6M:   0.176
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   434.08%
Volatility 6M:   290.93%
Volatility 1Y:   -
Volatility 3Y:   -