UBS Call 60.5 RANJF 14.03.2022/  CH1111910878  /

Frankfurt Zert./UBS
11/30/2021  7:31:52 PM Chg.-0.030 Bid7:58:27 PM Ask7:58:27 PM Underlying Strike price Expiration date Option type
0.160EUR -15.79% 0.170
Bid Size: 500
0.200
Ask Size: 500
Randstad NV 60.50 EUR 3/14/2022 Call

Master data

WKN: UE8LGJ
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Randstad NV
Type: Warrant
Option type: Call
Strike price: 60.50 EUR
Maturity: 3/14/2022
Issue date: 5/11/2021
Last trading day: 3/11/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 25.50
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.22
Parity: -0.44
Time value: 0.22
Break-even: 62.70
Moneyness: 0.93
Premium: 0.12
Premium p.a.: 0.48
Spread abs.: 0.03
Spread %: 13.64%
Delta: 0.26
Theta: -0.01
Omega: 6.51
Rho: 0.03
 

Quote data

Open: 0.170
High: 0.180
Low: 0.160
Previous Close: 0.190
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -46.67%
1 Month
  -66.67%
3 Months
  -66.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.320 0.190
1M High / 1M Low: 0.570 0.190
6M High / 6M Low: 0.800 0.190
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.268
Avg. volume 1W:   0.000
Avg. price 1M:   0.433
Avg. volume 1M:   0.000
Avg. price 6M:   0.506
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   190.11%
Volatility 6M:   161.87%
Volatility 1Y:   -
Volatility 3Y:   -