UBS Call 40 JNPR 17.01.2025/  CH1322961843  /

UBS Investment Bank
10/15/2024  9:53:25 PM Chg.+0.002 Bid- Ask- Underlying Strike price Expiration date Option type
0.072EUR +2.86% -
Bid Size: -
-
Ask Size: -
Juniper Networks Inc 40.00 USD 1/17/2025 Call
 

Master data

WKN: UM2F98
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Juniper Networks Inc
Type: Warrant
Option type: Call
Strike price: 40.00 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: 36.63
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.23
Parity: -0.11
Time value: 0.10
Break-even: 37.64
Moneyness: 0.97
Premium: 0.06
Premium p.a.: 0.25
Spread abs.: 0.03
Spread %: 38.57%
Delta: 0.42
Theta: -0.01
Omega: 15.41
Rho: 0.04
 

Quote data

Open: 0.044
High: 0.095
Low: 0.042
Previous Close: 0.070
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+140.00%
1 Month
  -42.40%
3 Months
  -52.32%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.072 0.030
1M High / 1M Low: 0.161 0.030
6M High / 6M Low: 0.248 0.030
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.059
Avg. volume 1W:   0.000
Avg. price 1M:   0.097
Avg. volume 1M:   0.000
Avg. price 6M:   0.138
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   478.36%
Volatility 6M:   407.30%
Volatility 1Y:   -
Volatility 3Y:   -