UBS Call 12 FTE 13.12.2021/  CH0592456856  /

UBS Investment Bank
9/24/2021  9:11:32 AM Chg.0.000 Bid9:11:32 AM Ask- Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 50,000
-
Ask Size: -
ORANGE INH. ... 12.00 EUR 12/13/2021 Call

Master data

WKN: UE5R0U
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 12/13/2021
Issue date: 1/26/2021
Last trading day: 12/10/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 9,328.00
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.19
Parity: -2.67
Time value: 0.00
Break-even: 12.00
Moneyness: 0.78
Premium: 0.29
Premium p.a.: 2.16
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.00
Theta: 0.00
Omega: 26.15
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     0.00%
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:   0.020
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   1,212.26%
Volatility 1Y:   -
Volatility 3Y:   -