UBS Call 69.5 RANJF 13.06.2022/  CH1111913401  /

Frankfurt Zert./UBS
10/22/2021  7:27:52 PM Chg.-0.010 Bid7:41:44 PM Ask7:41:44 PM Underlying Strike price Expiration date Option type
0.220EUR -4.35% 0.220
Bid Size: 500
0.250
Ask Size: 500
Randstad NV 69.50 EUR 6/13/2022 Call

Master data

WKN: UE881S
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Randstad NV
Type: Warrant
Option type: Call
Strike price: 69.50 EUR
Maturity: 6/13/2022
Issue date: 5/11/2021
Last trading day: 6/10/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 23.44
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.25
Parity: -0.62
Time value: 0.27
Break-even: 72.20
Moneyness: 0.91
Premium: 0.14
Premium p.a.: 0.23
Spread abs.: 0.03
Spread %: 11.11%
Delta: 0.21
Theta: 0.00
Omega: 4.89
Rho: 0.07
 

Quote data

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

Performance

1 Week  
+15.79%
1 Month  
+83.33%
3 Months
  -29.03%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.230 0.140
1M High / 1M Low: 0.230 0.090
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.172
Avg. volume 1W:   0.000
Avg. price 1M:   0.143
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   290.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -