UBS Call 60.5 RANJF 14.03.2022/  CH1111910878  /

Frankfurt Zert./UBS
10/19/2021  7:35:16 PM Chg.-0.060 Bid7:54:24 PM Ask7:54:24 PM Underlying Strike price Expiration date Option type
0.360EUR -14.29% -
Bid Size: -
-
Ask Size: -
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: 13.55
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.05
Implied volatility: 0.60
Historic volatility: 0.25
Parity: 0.05
Time value: 0.40
Break-even: 65.00
Moneyness: 1.01
Premium: 0.07
Premium p.a.: 0.17
Spread abs.: 0.03
Spread %: 6.67%
Delta: 0.35
Theta: 0.00
Omega: 4.75
Rho: 0.07
 

Quote data

Open: 0.420
High: 0.450
Low: 0.340
Previous Close: 0.420
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -12.20%
1 Month  
+33.33%
3 Months
  -36.84%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.490 0.360
1M High / 1M Low: 0.490 0.260
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.430
Avg. volume 1W:   0.000
Avg. price 1M:   0.362
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   181.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -