UBS Call 60 RANJF 13.12.2021/  CH1111910514  /

Frankfurt Zert./UBS
10/21/2021  7:27:25 PM Chg.+0.190 Bid10/21/2021 Ask10/21/2021 Underlying Strike price Expiration date Option type
0.440EUR +76.00% -
Bid Size: -
-
Ask Size: -
Randstad NV 60.00 EUR 12/13/2021 Call

Master data

WKN: UE82FR
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Randstad NV
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 12/13/2021
Issue date: 5/11/2021
Last trading day: 12/10/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 23.08
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.25
Parity: 0.00
Time value: 0.26
Break-even: 62.60
Moneyness: 1.00
Premium: 0.04
Premium p.a.: 0.34
Spread abs.: 0.03
Spread %: 11.54%
Delta: 0.37
Theta: -0.01
Omega: 8.53
Rho: 0.03
 

Quote data

Open: 0.410
High: 0.500
Low: 0.390
Previous Close: 0.250
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+22.22%
1 Month  
+131.58%
3 Months
  -29.03%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.440 0.230
1M High / 1M Low: 0.440 0.150
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.314
Avg. volume 1W:   0.000
Avg. price 1M:   0.257
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   357.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -