UBS Call 68.5 RANJF 13.12.2021/  CH1111910688  /

Frankfurt Zert./UBS
10/25/2021  7:41:00 PM Chg.-0.019 Bid7:54:08 PM Ask7:54:08 PM Underlying Strike price Expiration date Option type
0.031EUR -38.00% 0.028
Bid Size: 500
0.058
Ask Size: 500
Randstad NV 68.50 EUR 12/13/2021 Call

Master data

WKN: UE8HB9
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Randstad NV
Type: Warrant
Option type: Call
Strike price: 68.50 EUR
Maturity: 12/13/2021
Issue date: 5/11/2021
Last trading day: 12/10/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 79.82
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.25
Parity: -0.54
Time value: 0.08
Break-even: 69.29
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 1.02
Spread abs.: 0.03
Spread %: 37.97%
Delta: 0.17
Theta: -0.01
Omega: 13.28
Rho: 0.01
 

Quote data

Open: 0.047
High: 0.047
Low: 0.031
Previous Close: 0.050
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+93.75%
1 Month  
+121.43%
3 Months
  -87.60%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.054 0.016
1M High / 1M Low: 0.054 0.004
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.034
Avg. volume 1W:   0.000
Avg. price 1M:   0.023
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   952.25%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -