UBS Call 150 VAR1 13.12.2021/  CH0576963059  /

UBS Investment Bank
10/18/2021  7:35:20 PM Chg.-0.060 Bid- Ask- Underlying Strike price Expiration date Option type
0.190EUR -24.00% -
Bid Size: -
-
Ask Size: -
VARTA AG O.N. 150.00 EUR 12/13/2021 Call

Master data

WKN: UE39TF
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: VARTA AG O.N.
Type: Warrant
Option type: Call
Strike price: 150.00 EUR
Maturity: 12/13/2021
Issue date: 10/23/2020
Last trading day: 12/10/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 20.01
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.82
Historic volatility: 0.56
Parity: -2.00
Time value: 0.65
Break-even: 156.50
Moneyness: 0.87
Premium: 0.20
Premium p.a.: 2.34
Spread abs.: 0.40
Spread %: 61.54%
Delta: 0.29
Theta: -0.08
Omega: 5.81
Rho: 0.05
 

Quote data

Open: 0.260
High: 0.350
Low: 0.160
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18900.00%
1 Month  
+18.75%
3 Months
  -83.90%
YTD
  -77.11%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.250 0.001
1M High / 1M Low: 0.250 0.001
6M High / 6M Low: 2.270 0.001
High (YTD): 1/28/2021 3.490
Low (YTD): 10/11/2021 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.102
Avg. volume 1W:   0.000
Avg. price 1M:   0.068
Avg. volume 1M:   0.000
Avg. price 6M:   0.556
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   55,198.02%
Volatility 6M:   23,026.70%
Volatility 1Y:   -
Volatility 3Y:   -