UBS Call 70.5 RANJF 14.03.2022/  CH1111911074  /

EUWAX
10/21/2021  9:27:38 AM Chg.+0.049 Bid10:00:09 PM Ask10:00:09 PM Underlying Strike price Expiration date Option type
0.120EUR +69.01% -
Bid Size: -
-
Ask Size: -
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: 54.56
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.25
Parity: -1.05
Time value: 0.11
Break-even: 71.60
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 0.56
Spread abs.: 0.04
Spread %: 31.82%
Delta: 0.14
Theta: 0.00
Omega: 7.39
Rho: 0.03
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.071
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month  
+87.50%
3 Months
  -45.45%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.110 0.071
1M High / 1M Low: 0.110 0.051
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.095
Avg. volume 1W:   0.000
Avg. price 1M:   0.080
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   245.56%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -