UBS Call 110 VAR1 13.12.2021/  CH0576962978  /

UBS Investment Bank
10/15/2021  7:57:42 PM Chg.+0.300 Bid- Ask- Underlying Strike price Expiration date Option type
2.250EUR +15.38% -
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: 5.53
Leverage: Yes

Calculated values

Fair value: 2.01
Intrinsic value: 2.01
Implied volatility: 0.92
Historic volatility: 0.56
Parity: 2.01
Time value: 0.35
Break-even: 133.50
Moneyness: 1.18
Premium: 0.03
Premium p.a.: 0.18
Spread abs.: 0.40
Spread %: 17.02%
Delta: 0.65
Theta: -0.06
Omega: 3.62
Rho: 0.10
 

Quote data

Open: 2.020
High: 2.350
Low: 2.020
Previous Close: 1.950
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+74.42%
1 Month  
+43.31%
3 Months
  -34.78%
YTD  
+13.64%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.250 1.410
1M High / 1M Low: 2.250 0.950
6M High / 6M Low: 5.310 0.950
High (YTD): 1/28/2021 5.730
Low (YTD): 10/6/2021 0.950
52W High: - -
52W Low: - -
Avg. price 1W:   1.824
Avg. volume 1W:   0.000
Avg. price 1M:   1.416
Avg. volume 1M:   0.000
Avg. price 6M:   2.391
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   281.27%
Volatility 6M:   192.52%
Volatility 1Y:   -
Volatility 3Y:   -