UBS Call 70.5 RANJF 14.03.2022/  CH1111911074  /

Frankfurt Zert./UBS
10/15/2021  7:31:41 PM Chg.+0.010 Bid10/15/2021 Ask10/15/2021 Underlying Strike price Expiration date Option type
0.110EUR +10.00% 0.110
Bid Size: 500
0.140
Ask Size: 500
Randstad NV 70.50 EUR 3/14/2022 Call

Master data

WKN: UE8XG5
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Randstad NV
Type: Warrant
Option type: Call
Strike price: 70.50 EUR
Maturity: 3/14/2022
Issue date: 5/11/2021
Last trading day: 3/11/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 44.37
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.25
Parity: -0.84
Time value: 0.14
Break-even: 71.90
Moneyness: 0.88
Premium: 0.16
Premium p.a.: 0.43
Spread abs.: 0.03
Spread %: 21.43%
Delta: 0.16
Theta: 0.00
Omega: 7.04
Rho: 0.03
 

Quote data

Open: 0.120
High: 0.120
Low: 0.110
Previous Close: 0.100
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+11.11%
1 Month  
+96.43%
3 Months
  -47.62%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.110 0.084
1M High / 1M Low: 0.110 0.043
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.097
Avg. volume 1W:   0.000
Avg. price 1M:   0.069
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   267.55%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -