UBS Call 140 VAR1 13.12.2021/  CH0576963034  /

EUWAX
10/25/2021  11:19:48 AM Chg.+0.050 Bid10:00:08 PM Ask10:00:08 PM Underlying Strike price Expiration date Option type
0.360EUR +16.13% -
Bid Size: -
-
Ask Size: -
VARTA AG O.N. 140.00 EUR 12/13/2021 Call

Master data

WKN: UE3S7H
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: VARTA AG O.N.
Type: Warrant
Option type: Call
Strike price: 140.00 EUR
Maturity: 12/13/2021
Issue date: 10/23/2020
Last trading day: 12/10/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 19.55
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.77
Historic volatility: 0.55
Parity: -1.29
Time value: 0.65
Break-even: 146.50
Moneyness: 0.91
Premium: 0.15
Premium p.a.: 1.88
Spread abs.: 0.40
Spread %: 61.54%
Delta: 0.32
Theta: -0.08
Omega: 6.27
Rho: 0.05
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -34.55%
1 Month  
+2.86%
3 Months
  -76.62%
YTD
  -66.97%
1 Year
  -65.38%
3 Years     -
5 Years     -
1W High / 1W Low: 0.550 0.310
1M High / 1M Low: 0.550 0.120
6M High / 6M Low: 3.110 0.120
High (YTD): 2/16/2021 4.060
Low (YTD): 10/5/2021 0.120
52W High: 2/16/2021 4.060
52W Low: 10/5/2021 0.120
Avg. price 1W:   0.426
Avg. volume 1W:   0.000
Avg. price 1M:   0.298
Avg. volume 1M:   0.000
Avg. price 6M:   0.968
Avg. volume 6M:   157.480
Avg. price 1Y:   1.218
Avg. volume 1Y:   385.714
Volatility 1M:   325.04%
Volatility 6M:   270.06%
Volatility 1Y:   243.15%
Volatility 3Y:   -