UBS Call 61.5 RANJF 13.06.2022/  CH1111911298  /

Frankfurt Zert./UBS
10/20/2021  4:43:53 PM Chg.+0.010 Bid4:45:05 PM Ask4:45:05 PM Underlying Strike price Expiration date Option type
0.390EUR +2.63% 0.400
Bid Size: 10,000
0.410
Ask Size: 10,000
Randstad NV 61.50 EUR 6/13/2022 Call

Master data

WKN: UE87Q5
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Randstad NV
Type: Warrant
Option type: Call
Strike price: 61.50 EUR
Maturity: 6/13/2022
Issue date: 5/11/2021
Last trading day: 6/10/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.47
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.25
Parity: -0.22
Time value: 0.41
Break-even: 65.60
Moneyness: 0.96
Premium: 0.11
Premium p.a.: 0.17
Spread abs.: 0.03
Spread %: 7.32%
Delta: 0.29
Theta: 0.00
Omega: 4.13
Rho: 0.08
 

Quote data

Open: 0.360
High: 0.390
Low: 0.340
Previous Close: 0.380
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.30%
1 Month  
+34.48%
3 Months
  -31.58%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.500 0.380
1M High / 1M Low: 0.500 0.290
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.446
Avg. volume 1W:   0.000
Avg. price 1M:   0.380
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   154.30%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -