UBS Call 41 JNPR 17.01.2025/  CH1322961850  /

Frankfurt Zert./UBS
2024-10-15  7:29:32 PM Chg.-0.013 Bid9:53:25 PM Ask9:53:25 PM Underlying Strike price Expiration date Option type
0.045EUR -22.41% -
Bid Size: -
-
Ask Size: -
Juniper Networks Inc 41.00 USD 2025-01-17 Call
 

Master data

WKN: UM198Y
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Juniper Networks Inc
Type: Warrant
Option type: Call
Strike price: 41.00 USD
Maturity: 2025-01-17
Issue date: 2024-02-12
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 38.20
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.23
Parity: -0.21
Time value: 0.09
Break-even: 38.51
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 0.37
Spread abs.: 0.03
Spread %: 40.91%
Delta: 0.36
Theta: -0.01
Omega: 13.71
Rho: 0.03
 

Quote data

Open: 0.018
High: 0.045
Low: 0.018
Previous Close: 0.058
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+400.00%
1 Month
  -50.55%
3 Months
  -62.81%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.058 0.009
1M High / 1M Low: 0.120 0.009
6M High / 6M Low: 0.215 0.009
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.040
Avg. volume 1W:   0.000
Avg. price 1M:   0.074
Avg. volume 1M:   0.000
Avg. price 6M:   0.122
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,444.69%
Volatility 6M:   752.04%
Volatility 1Y:   -
Volatility 3Y:   -