UBS Call 61 RANJF 14.03.2022/  CH1111910886  /

EUWAX
10/27/2021  9:20:22 AM Chg.0.000 Bid11:41:30 AM Ask11:41:30 AM Underlying Strike price Expiration date Option type
0.480EUR 0.00% 0.480
Bid Size: 10,000
0.490
Ask Size: 10,000
Randstad NV 61.00 EUR 3/14/2022 Call

Master data

WKN: UE8BXJ
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Randstad NV
Type: Warrant
Option type: Call
Strike price: 61.00 EUR
Maturity: 3/14/2022
Issue date: 5/11/2021
Last trading day: 3/11/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.37
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.18
Implied volatility: 0.58
Historic volatility: 0.25
Parity: 0.18
Time value: 0.29
Break-even: 65.70
Moneyness: 1.03
Premium: 0.05
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 6.38%
Delta: 0.37
Theta: 0.00
Omega: 4.93
Rho: 0.07
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.480
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month  
+45.45%
3 Months  
+2.13%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.520 0.320
1M High / 1M Low: 0.520 0.250
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.458
Avg. volume 1W:   0.000
Avg. price 1M:   0.384
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   256.65%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -