UBS Call 140 VAR1 13.12.2021/  CH0576963034  /

UBS Investment Bank
10/18/2021  6:52:55 PM Chg.-0.080 Bid6:52:55 PM Ask6:52:55 PM Underlying Strike price Expiration date Option type
0.460EUR -14.81% 0.460
Bid Size: 250
0.860
Ask Size: 250
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: 13.84
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.85
Historic volatility: 0.56
Parity: -1.00
Time value: 0.94
Break-even: 149.40
Moneyness: 0.93
Premium: 0.15
Premium p.a.: 1.47
Spread abs.: 0.40
Spread %: 42.55%
Delta: 0.38
Theta: -0.08
Omega: 5.19
Rho: 0.06
 

Quote data

Open: 0.540
High: 0.640
Low: 0.440
Previous Close: 0.540
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+206.67%
1 Month  
+27.78%
3 Months
  -71.07%
YTD
  -55.77%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.540 0.150
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:   0.322
Avg. volume 1W:   0.000
Avg. price 1M:   0.208
Avg. volume 1M:   0.000
Avg. price 6M:   0.853
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   2,003.41%
Volatility 6M:   837.29%
Volatility 1Y:   -
Volatility 3Y:   -