UBS Call 63 RANJF 13.06.2022/  CH1111913278  /

UBS Investment Bank
10/15/2021  6:37:15 PM Chg.+0.020 Bid- Ask- Underlying Strike price Expiration date Option type
0.430EUR +4.88% -
Bid Size: -
-
Ask Size: -
Randstad NV 63.00 EUR 6/13/2022 Call

Master data

WKN: UE9ECB
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Randstad NV
Type: Warrant
Option type: Call
Strike price: 63.00 EUR
Maturity: 6/13/2022
Issue date: 5/11/2021
Last trading day: 6/10/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.79
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.25
Parity: -0.14
Time value: 0.39
Break-even: 66.90
Moneyness: 0.98
Premium: 0.09
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 7.69%
Delta: 0.27
Theta: 0.00
Omega: 4.32
Rho: 0.09
 

Quote data

Open: 0.420
High: 0.450
Low: 0.420
Previous Close: 0.410
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.88%
1 Month  
+59.26%
3 Months
  -28.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.410 0.360
1M High / 1M Low: 0.410 0.230
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.394
Avg. volume 1W:   0.000
Avg. price 1M:   0.307
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   152.95%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -