UBS Call 40 JNPR 19.12.2025/  CH1322974127  /

UBS Investment Bank
2024-10-16  8:11:09 AM Chg.-0.182 Bid8:11:09 AM Ask8:11:09 AM Underlying Strike price Expiration date Option type
0.158EUR -53.53% 0.158
Bid Size: 7,500
0.241
Ask Size: 7,500
Juniper Networks Inc 40.00 USD 2025-12-19 Call
 

Master data

WKN: UM1YH1
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Juniper Networks Inc
Type: Warrant
Option type: Call
Strike price: 40.00 USD
Maturity: 2025-12-19
Issue date: 2024-02-12
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.52
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.23
Parity: -0.11
Time value: 0.23
Break-even: 38.96
Moneyness: 0.97
Premium: 0.10
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 13.37%
Delta: 0.55
Theta: 0.00
Omega: 8.50
Rho: 0.20
 

Quote data

Open: 0.158
High: 0.159
Low: 0.158
Previous Close: 0.340
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.48%
1 Month
  -11.24%
3 Months
  -27.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.202
1M High / 1M Low: 0.340 0.099
6M High / 6M Low: 0.400 0.099
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.262
Avg. volume 1W:   0.000
Avg. price 1M:   0.170
Avg. volume 1M:   0.000
Avg. price 6M:   0.236
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   586.06%
Volatility 6M:   425.32%
Volatility 1Y:   -
Volatility 3Y:   -