UBS Call 39 JNPR 21.03.2025/  DE000UM1VWW1  /

EUWAX
2024-11-22  8:37:41 AM Chg.- Bid10:00:23 PM Ask10:00:23 PM Underlying Strike price Expiration date Option type
0.054EUR - -
Bid Size: -
-
Ask Size: -
Juniper Networks Inc 39.00 - 2025-03-21 Call
 

Master data

WKN: UM1VWW
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Juniper Networks Inc
Type: Warrant
Option type: Call
Strike price: 39.00 -
Maturity: 2025-03-21
Issue date: 2024-02-14
Last trading day: 2024-11-26
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 56.68
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.23
Parity: -0.33
Time value: 0.06
Break-even: 39.63
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 0.53
Spread abs.: 0.01
Spread %: 12.50%
Delta: 0.26
Theta: -0.01
Omega: 14.90
Rho: 0.02
 

Quote data

Open: 0.054
High: 0.054
Low: 0.054
Previous Close: 0.089
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -61.15%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.054 0.054
6M High / 6M Low: 0.150 0.054
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.054
Avg. volume 1M:   0.000
Avg. price 6M:   0.103
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   277.37%
Volatility 1Y:   -
Volatility 3Y:   -