UBS Call 65 RANJF 14.03.2022/  CH1111910969  /

Frankfurt Zert./UBS
10/19/2021  7:29:12 PM Chg.-0.040 Bid10/19/2021 Ask10/19/2021 Underlying Strike price Expiration date Option type
0.180EUR -18.18% 0.180
Bid Size: 500
0.210
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: 20.32
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.25
Parity: -0.40
Time value: 0.30
Break-even: 68.00
Moneyness: 0.94
Premium: 0.12
Premium p.a.: 0.31
Spread abs.: 0.03
Spread %: 10.00%
Delta: 0.27
Theta: 0.00
Omega: 5.41
Rho: 0.05
 

Quote data

Open: 0.230
High: 0.240
Low: 0.180
Previous Close: 0.220
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -28.00%
1 Month  
+12.50%
3 Months
  -43.75%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.270 0.220
1M High / 1M Low: 0.270 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.244
Avg. volume 1W:   0.000
Avg. price 1M:   0.187
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   211.77%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -