UBS Call 140 VAR1 13.12.2021/  CH0576963034  /

UBS Investment Bank
10/19/2021  7:46:23 PM Chg.-0.100 Bid- Ask- Underlying Strike price Expiration date Option type
0.380EUR -20.83% -
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: 14.68
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.84
Historic volatility: 0.56
Parity: -1.08
Time value: 0.88
Break-even: 148.80
Moneyness: 0.92
Premium: 0.15
Premium p.a.: 1.55
Spread abs.: 0.40
Spread %: 45.45%
Delta: 0.36
Theta: -0.08
Omega: 5.34
Rho: 0.06
 

Quote data

Open: 0.520
High: 0.590
Low: 0.370
Previous Close: 0.480
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+52.00%
1 Month  
+5.56%
3 Months
  -66.67%
YTD
  -63.46%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.540 0.250
1M High / 1M Low: 0.540 0.032
6M High / 6M Low: 2.910 0.032
High (YTD): 1/28/2021 3.950
Low (YTD): 10/6/2021 0.032
52W High: - -
52W Low: - -
Avg. price 1W:   0.388
Avg. volume 1W:   0.000
Avg. price 1M:   0.221
Avg. volume 1M:   0.000
Avg. price 6M:   0.850
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,957.34%
Volatility 6M:   834.38%
Volatility 1Y:   -
Volatility 3Y:   -