UBS Call 70.5 RANJF 13.06.2022/  CH1111913427  /

Frankfurt Zert./UBS
10/18/2021  7:31:31 PM Chg.-0.030 Bid10/18/2021 Ask10/18/2021 Underlying Strike price Expiration date Option type
0.140EUR -17.65% 0.140
Bid Size: 500
0.170
Ask Size: 500
Randstad NV 70.50 EUR 6/13/2022 Call

Master data

WKN: UE8SQ2
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Randstad NV
Type: Warrant
Option type: Call
Strike price: 70.50 EUR
Maturity: 6/13/2022
Issue date: 5/11/2021
Last trading day: 6/10/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 31.06
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.25
Parity: -0.84
Time value: 0.20
Break-even: 72.50
Moneyness: 0.88
Premium: 0.17
Premium p.a.: 0.27
Spread abs.: 0.03
Spread %: 15.00%
Delta: 0.17
Theta: 0.00
Omega: 5.29
Rho: 0.06
 

Quote data

Open: 0.160
High: 0.160
Low: 0.140
Previous Close: 0.170
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month  
+50.54%
3 Months
  -48.15%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.170 0.140
1M High / 1M Low: 0.170 0.076
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.154
Avg. volume 1W:   0.000
Avg. price 1M:   0.118
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   194.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -