UBS Call 65 RANJF 14.03.2022/  CH1111910969  /

Frankfurt Zert./UBS
10/21/2021  7:40:45 PM Chg.+0.120 Bid10/21/2021 Ask10/21/2021 Underlying Strike price Expiration date Option type
0.320EUR +60.00% 0.320
Bid Size: 500
0.350
Ask Size: 500
Randstad NV 65.00 EUR 3/14/2022 Call

Master data

WKN: UE87KA
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Randstad NV
Type: Warrant
Option type: Call
Strike price: 65.00 EUR
Maturity: 3/14/2022
Issue date: 5/11/2021
Last trading day: 3/11/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 26.10
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.25
Parity: -0.50
Time value: 0.23
Break-even: 67.30
Moneyness: 0.92
Premium: 0.12
Premium p.a.: 0.34
Spread abs.: 0.03
Spread %: 13.04%
Delta: 0.23
Theta: 0.00
Omega: 6.03
Rho: 0.05
 

Quote data

Open: 0.300
High: 0.370
Low: 0.300
Previous Close: 0.200
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+23.08%
1 Month  
+146.15%
3 Months
  -23.81%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.270 0.180
1M High / 1M Low: 0.270 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.226
Avg. volume 1W:   0.000
Avg. price 1M:   0.190
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   221.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -