UBS Call 63.5 RANJF 13.06.2022/  CH1111913286  /

Frankfurt Zert./UBS
10/15/2021  7:37:51 PM Chg.+0.020 Bid10/15/2021 Ask10/15/2021 Underlying Strike price Expiration date Option type
0.410EUR +5.13% 0.410
Bid Size: 500
0.440
Ask Size: 500
Randstad NV 63.50 EUR 6/13/2022 Call

Master data

WKN: UE8SQ1
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Randstad NV
Type: Warrant
Option type: Call
Strike price: 63.50 EUR
Maturity: 6/13/2022
Issue date: 5/11/2021
Last trading day: 6/10/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.12
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.25
Parity: -0.14
Time value: 0.44
Break-even: 67.90
Moneyness: 0.98
Premium: 0.09
Premium p.a.: 0.14
Spread abs.: 0.03
Spread %: 6.82%
Delta: 0.29
Theta: 0.00
Omega: 4.10
Rho: 0.09
 

Quote data

Open: 0.410
High: 0.420
Low: 0.400
Previous Close: 0.390
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.89%
1 Month  
+57.69%
3 Months
  -24.07%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.410 0.340
1M High / 1M Low: 0.410 0.220
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.376
Avg. volume 1W:   0.000
Avg. price 1M:   0.293
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   168.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -