UBS Call 67 RANJF 13.06.2022/  CH1111913351  /

UBS Investment Bank
10/15/2021  6:41:29 PM Chg.+0.010 Bid- Ask- Underlying Strike price Expiration date Option type
0.270EUR +3.85% -
Bid Size: -
-
Ask Size: -
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: 20.71
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.25
Parity: -0.49
Time value: 0.30
Break-even: 70.00
Moneyness: 0.93
Premium: 0.13
Premium p.a.: 0.20
Spread abs.: 0.03
Spread %: 10.00%
Delta: 0.23
Theta: 0.00
Omega: 4.67
Rho: 0.07
 

Quote data

Open: 0.270
High: 0.280
Low: 0.260
Previous Close: 0.260
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.00%
1 Month  
+42.11%
3 Months
  -27.03%
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:   0.246
Avg. volume 1W:   0.000
Avg. price 1M:   0.188
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   168.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -