UBS Call 108 SQU 13.12.2021/  CH0592446881  /

UBS Investment Bank
10/15/2021  7:44:06 PM Chg.+0.001 Bid- Ask- Underlying Strike price Expiration date Option type
0.002EUR +100.00% -
Bid Size: -
-
Ask Size: -
VINCI S.A. INH. EO... 108.00 EUR 12/13/2021 Call

Master data

WKN: UE5SXZ
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 108.00 EUR
Maturity: 12/13/2021
Issue date: 1/26/2021
Last trading day: 12/10/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 411.77
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.30
Parity: -1.74
Time value: 0.02
Break-even: 108.22
Moneyness: 0.84
Premium: 0.19
Premium p.a.: 2.06
Spread abs.: 0.02
Spread %: 90.91%
Delta: 0.04
Theta: 0.00
Omega: 17.52
Rho: 0.01
 

Quote data

Open: 0.002
High: 0.008
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -60.00%
3 Months
  -96.88%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.002 0.001
1M High / 1M Low: 0.016 0.001
6M High / 6M Low: 0.320 0.001
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.005
Avg. volume 1M:   0.000
Avg. price 6M:   0.103
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   5,376.68%
Volatility 6M:   2,138.47%
Volatility 1Y:   -
Volatility 3Y:   -