UBS Call 125 VAR1 13.12.2021/  CH0576963000  /

EUWAX
10/22/2021  10:24:41 AM Chg.-0.040 Bid10:00:08 PM Ask10:00:08 PM Underlying Strike price Expiration date Option type
0.880EUR -4.35% -
Bid Size: -
-
Ask Size: -
VARTA AG O.N. 125.00 EUR 12/13/2021 Call

Master data

WKN: UE3PEW
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: VARTA AG O.N.
Type: Warrant
Option type: Call
Strike price: 125.00 EUR
Maturity: 12/13/2021
Issue date: 10/23/2020
Last trading day: 12/10/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.55
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.00
Implied volatility: 0.80
Historic volatility: 0.55
Parity: -0.03
Time value: 1.08
Break-even: 135.80
Moneyness: 1.00
Premium: 0.09
Premium p.a.: 0.81
Spread abs.: 0.20
Spread %: 18.52%
Delta: 0.45
Theta: -0.07
Omega: 5.21
Rho: 0.06
 

Quote data

Open: 0.880
High: 0.880
Low: 0.880
Previous Close: 0.920
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.52%
1 Month  
+25.71%
3 Months
  -61.57%
YTD
  -41.33%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.210 0.920
1M High / 1M Low: 1.210 0.420
6M High / 6M Low: 4.250 0.420
High (YTD): 2/16/2021 4.900
Low (YTD): 10/5/2021 0.420
52W High: - -
52W Low: - -
Avg. price 1W:   1.090
Avg. volume 1W:   0.000
Avg. price 1M:   0.774
Avg. volume 1M:   0.000
Avg. price 6M:   1.624
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   211.46%
Volatility 6M:   205.80%
Volatility 1Y:   -
Volatility 3Y:   -