UBS Call 110 VAR1 13.12.2021/  CH0576962978  /

Frankfurt Zert./UBS
10/15/2021  7:34:41 PM Chg.+0.330 Bid7:57:42 PM Ask7:57:42 PM Underlying Strike price Expiration date Option type
2.270EUR +17.01% -
Bid Size: -
-
Ask Size: -
VARTA AG O.N. 110.00 EUR 12/13/2021 Call

Master data

WKN: UE392G
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: VARTA AG O.N.
Type: Warrant
Option type: Call
Strike price: 110.00 EUR
Maturity: 12/13/2021
Issue date: 10/23/2020
Last trading day: 12/10/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.39
Leverage: Yes

Calculated values

Fair value: 1.68
Intrinsic value: 1.68
Implied volatility: 1.03
Historic volatility: 0.56
Parity: 1.68
Time value: 0.68
Break-even: 133.50
Moneyness: 1.15
Premium: 0.05
Premium p.a.: 0.38
Spread abs.: 0.40
Spread %: 17.02%
Delta: 0.63
Theta: -0.08
Omega: 3.39
Rho: 0.09
 

Quote data

Open: 2.050
High: 2.340
Low: 2.050
Previous Close: 1.940
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+75.97%
1 Month  
+39.26%
3 Months
  -31.42%
YTD  
+11.82%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.940 1.290
1M High / 1M Low: 1.940 0.830
6M High / 6M Low: 5.440 0.830
High (YTD): 1/28/2021 5.920
Low (YTD): 10/6/2021 0.830
52W High: - -
52W Low: - -
Avg. price 1W:   1.628
Avg. volume 1W:   0.000
Avg. price 1M:   1.376
Avg. volume 1M:   0.000
Avg. price 6M:   2.390
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   336.01%
Volatility 6M:   209.08%
Volatility 1Y:   -
Volatility 3Y:   -