UBS Call 66.5 RANJF 13.12.2021/  CH1111910647  /

Frankfurt Zert./UBS
10/18/2021  7:36:51 PM Chg.-0.021 Bid10/18/2021 Ask10/18/2021 Underlying Strike price Expiration date Option type
0.052EUR -28.77% 0.052
Bid Size: 500
0.082
Ask Size: 500
Randstad NV 66.50 EUR 12/13/2021 Call

Master data

WKN: UE82FS
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Randstad NV
Type: Warrant
Option type: Call
Strike price: 66.50 EUR
Maturity: 12/13/2021
Issue date: 5/11/2021
Last trading day: 12/10/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 56.47
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.25
Parity: -0.44
Time value: 0.11
Break-even: 67.60
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 0.74
Spread abs.: 0.03
Spread %: 30.91%
Delta: 0.20
Theta: -0.01
Omega: 11.44
Rho: 0.02
 

Quote data

Open: 0.070
High: 0.070
Low: 0.052
Previous Close: 0.073
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -16.13%
1 Month  
+48.57%
3 Months
  -79.20%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.073 0.051
1M High / 1M Low: 0.073 0.017
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.063
Avg. volume 1W:   0.000
Avg. price 1M:   0.042
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   441.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -