UBS Call 60.5 RANJF 13.12.2021/  CH1111910522  /

Frankfurt Zert./UBS
10/20/2021  7:33:59 PM Chg.+0.020 Bid10/20/2021 Ask10/20/2021 Underlying Strike price Expiration date Option type
0.220EUR +10.00% 0.220
Bid Size: 500
0.250
Ask Size: 500
Randstad NV 60.50 EUR 12/13/2021 Call

Master data

WKN: UE8LGE
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Randstad NV
Type: Warrant
Option type: Call
Strike price: 60.50 EUR
Maturity: 12/13/2021
Issue date: 5/11/2021
Last trading day: 12/10/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 20.46
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.25
Parity: -0.12
Time value: 0.29
Break-even: 63.40
Moneyness: 0.98
Premium: 0.07
Premium p.a.: 0.56
Spread abs.: 0.03
Spread %: 10.34%
Delta: 0.36
Theta: -0.02
Omega: 7.43
Rho: 0.03
 

Quote data

Open: 0.190
High: 0.220
Low: 0.170
Previous Close: 0.200
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -12.00%
1 Month  
+57.14%
3 Months
  -55.10%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.330 0.200
1M High / 1M Low: 0.330 0.140
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.270
Avg. volume 1W:   0.000
Avg. price 1M:   0.216
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   254.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -