UBS Call 120 VAR1 13.12.2021/  CH0576962994  /

Frankfurt Zert./UBS
10/19/2021  4:09:15 PM Chg.-0.060 Bid4:21:18 PM Ask4:21:18 PM Underlying Strike price Expiration date Option type
1.420EUR -4.05% 1.440
Bid Size: 5,000
1.640
Ask Size: 5,000
VARTA AG O.N. 120.00 EUR 12/13/2021 Call

Master data

WKN: UE3106
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: VARTA AG O.N.
Type: Warrant
Option type: Call
Strike price: 120.00 EUR
Maturity: 12/13/2021
Issue date: 10/23/2020
Last trading day: 12/10/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.84
Leverage: Yes

Calculated values

Fair value: 1.05
Intrinsic value: 0.92
Implied volatility: 0.98
Historic volatility: 0.56
Parity: 0.92
Time value: 0.97
Break-even: 138.90
Moneyness: 1.08
Premium: 0.08
Premium p.a.: 0.62
Spread abs.: 0.40
Spread %: 21.16%
Delta: 0.56
Theta: -0.09
Omega: 3.86
Rho: 0.08
 

Quote data

Open: 1.600
High: 1.600
Low: 1.390
Previous Close: 1.480
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+36.54%
1 Month  
+32.71%
3 Months
  -35.45%
YTD
  -13.94%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.540 1.040
1M High / 1M Low: 1.540 0.420
6M High / 6M Low: 4.550 0.420
High (YTD): 1/29/2021 5.570
Low (YTD): 10/6/2021 0.420
52W High: - -
52W Low: - -
Avg. price 1W:   1.298
Avg. volume 1W:   0.000
Avg. price 1M:   0.873
Avg. volume 1M:   0.000
Avg. price 6M:   1.762
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   448.67%
Volatility 6M:   266.35%
Volatility 1Y:   -
Volatility 3Y:   -