UBS Call 67 RANJF 13.06.2022/  CH1111913351  /

UBS Investment Bank
12/3/2021  9:51:22 PM Chg.0.000 Bid9:51:22 PM Ask9:51:22 PM Underlying Strike price Expiration date Option type
0.110EUR 0.00% 0.110
Bid Size: 500
0.140
Ask Size: 500
Randstad NV 67.00 EUR 6/13/2022 Call

Master data

WKN: UE8XD8
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Randstad NV
Type: Warrant
Option type: Call
Strike price: 67.00 EUR
Maturity: 6/13/2022
Issue date: 5/11/2021
Last trading day: 6/10/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 40.73
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.23
Parity: -1.00
Time value: 0.14
Break-even: 68.40
Moneyness: 0.85
Premium: 0.20
Premium p.a.: 0.42
Spread abs.: 0.03
Spread %: 21.43%
Delta: 0.15
Theta: 0.00
Omega: 6.06
Rho: 0.04
 

Quote data

Open: 0.130
High: 0.130
Low: 0.100
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -65.63%
3 Months
  -52.17%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.110 0.072
1M High / 1M Low: 0.320 0.072
6M High / 6M Low: 0.490 0.072
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.094
Avg. volume 1W:   0.000
Avg. price 1M:   0.196
Avg. volume 1M:   0.000
Avg. price 6M:   0.275
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   274.47%
Volatility 6M:   193.59%
Volatility 1Y:   -
Volatility 3Y:   -