UBS Call 115 VAR1 13.12.2021/  CH0576962986  /

EUWAX
10/18/2021  10:12:15 AM Chg.+0.13 Bid10:00:08 PM Ask10:00:08 PM Underlying Strike price Expiration date Option type
1.83EUR +7.65% -
Bid Size: -
-
Ask Size: -
VARTA AG O.N. 115.00 EUR 12/13/2021 Call

Master data

WKN: UE3FTQ
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: VARTA AG O.N.
Type: Warrant
Option type: Call
Strike price: 115.00 EUR
Maturity: 12/13/2021
Issue date: 10/23/2020
Last trading day: 12/10/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.70
Leverage: Yes

Calculated values

Fair value: 1.51
Intrinsic value: 1.51
Implied volatility: 1.03
Historic volatility: 0.56
Parity: 1.51
Time value: 0.78
Break-even: 137.80
Moneyness: 1.13
Premium: 0.06
Premium p.a.: 0.46
Spread abs.: 0.40
Spread %: 17.54%
Delta: 0.61
Theta: -0.09
Omega: 3.51
Rho: 0.09
 

Quote data

Open: 1.83
High: 1.83
Low: 1.83
Previous Close: 1.70
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+52.50%
1 Month  
+24.49%
3 Months
  -39.80%
YTD
  -0.54%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.70 1.20
1M High / 1M Low: 1.70 0.79
6M High / 6M Low: 5.09 0.79
High (YTD): 2/8/2021 5.88
Low (YTD): 10/5/2021 0.79
52W High: - -
52W Low: - -
Avg. price 1W:   1.47
Avg. volume 1W:   0.00
Avg. price 1M:   1.18
Avg. volume 1M:   0.00
Avg. price 6M:   2.19
Avg. volume 6M:   1.33
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   165.05%
Volatility 6M:   180.08%
Volatility 1Y:   -
Volatility 3Y:   -