UBS Call 120 VAR1 13.12.2021/  CH0576962994  /

UBS Investment Bank
10/22/2021  5:29:53 PM Chg.+0.200 Bid- Ask- Underlying Strike price Expiration date Option type
1.360EUR +17.24% -
Bid Size: -
-
Ask Size: -
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: 9.24
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.48
Implied volatility: 0.84
Historic volatility: 0.55
Parity: 0.48
Time value: 0.88
Break-even: 133.50
Moneyness: 1.04
Premium: 0.07
Premium p.a.: 0.61
Spread abs.: 0.20
Spread %: 14.81%
Delta: 0.51
Theta: -0.07
Omega: 4.72
Rho: 0.07
 

Quote data

Open: 1.190
High: 1.400
Low: 1.130
Previous Close: 1.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.09%
1 Month  
+52.81%
3 Months
  -48.09%
YTD
  -15.53%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.530 1.120
1M High / 1M Low: 1.530 0.500
6M High / 6M Low: 4.440 0.500
High (YTD): 1/28/2021 5.060
Low (YTD): 10/6/2021 0.500
52W High: - -
52W Low: - -
Avg. price 1W:   1.350
Avg. volume 1W:   0.000
Avg. price 1M:   0.926
Avg. volume 1M:   0.000
Avg. price 6M:   1.757
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   340.75%
Volatility 6M:   241.04%
Volatility 1Y:   -
Volatility 3Y:   -