UBS Call 118 SQU 13.12.2021/  CH0592466467  /

EUWAX
10/28/2021  10:07:00 AM Chg.0.000 Bid4:09:25 PM Ask4:09:25 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 50,000
0.020
Ask Size: 50,000
VINCI S.A. INH. EO... 118.00 EUR 12/13/2021 Call

Master data

WKN: UE6TF5
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 118.00 EUR
Maturity: 12/13/2021
Issue date: 1/26/2021
Last trading day: 12/10/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 458.25
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.30
Parity: -2.64
Time value: 0.02
Break-even: 118.20
Moneyness: 0.78
Premium: 0.29
Premium p.a.: 6.53
Spread abs.: 0.02
Spread %: 95.00%
Delta: 0.03
Theta: -0.01
Omega: 15.83
Rho: 0.00
 

Quote data

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

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -90.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: 0.140 0.001
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.034
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   434.27%
Volatility 1Y:   -
Volatility 3Y:   -