UBS Call 63 RANJF 14.03.2022/  CH1111910928  /

EUWAX
10/15/2021  9:33:51 AM Chg.+0.030 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.360EUR +9.09% -
Bid Size: -
-
Ask Size: -
Randstad NV 63.00 EUR 3/14/2022 Call

Master data

WKN: UE82G7
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Randstad NV
Type: Warrant
Option type: Call
Strike price: 63.00 EUR
Maturity: 3/14/2022
Issue date: 5/11/2021
Last trading day: 3/11/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.93
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.25
Parity: -0.09
Time value: 0.39
Break-even: 66.90
Moneyness: 0.99
Premium: 0.08
Premium p.a.: 0.20
Spread abs.: 0.03
Spread %: 7.69%
Delta: 0.32
Theta: 0.00
Omega: 5.04
Rho: 0.06
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.330
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.86%
1 Month  
+50.00%
3 Months
  -35.71%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.360 0.270
1M High / 1M Low: 0.360 0.190
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.326
Avg. volume 1W:   0.000
Avg. price 1M:   0.259
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   208.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -