UBS Call 39 JNPR 20.06.2025/  CH1322961892  /

UBS Investment Bank
10/16/2024  8:10:10 AM Chg.-0.121 Bid8:10:10 AM Ask8:10:10 AM Underlying Strike price Expiration date Option type
0.149EUR -44.81% 0.149
Bid Size: 7,500
0.232
Ask Size: 7,500
Juniper Networks Inc 39.00 USD 6/20/2025 Call
 

Master data

WKN: UM2PX8
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Juniper Networks Inc
Type: Warrant
Option type: Call
Strike price: 39.00 USD
Maturity: 6/20/2025
Issue date: 2/12/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.08
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.23
Parity: -0.02
Time value: 0.22
Break-even: 37.96
Moneyness: 0.99
Premium: 0.07
Premium p.a.: 0.10
Spread abs.: 0.03
Spread %: 13.92%
Delta: 0.57
Theta: -0.01
Omega: 9.22
Rho: 0.12
 

Quote data

Open: 0.149
High: 0.151
Low: 0.149
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.02%
1 Month
  -19.46%
3 Months
  -40.40%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.194
1M High / 1M Low: 0.270 0.105
6M High / 6M Low: 0.330 0.105
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.217
Avg. volume 1W:   0.000
Avg. price 1M:   0.175
Avg. volume 1M:   0.000
Avg. price 6M:   0.219
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   340.61%
Volatility 6M:   269.54%
Volatility 1Y:   -
Volatility 3Y:   -