UBS Call 70 RANJF 13.12.2021/  CH1111910712  /

Frankfurt Zert./UBS
10/22/2021  10:20:50 AM Chg.+0.003 Bid10:43:32 AM Ask10:43:32 AM Underlying Strike price Expiration date Option type
0.034EUR +9.68% 0.040
Bid Size: 10,000
0.050
Ask Size: 10,000
Randstad NV 70.00 EUR 12/13/2021 Call

Master data

WKN: UE82FT
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Randstad NV
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 12/13/2021
Issue date: 5/11/2021
Last trading day: 12/10/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 100.48
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.25
Parity: -0.67
Time value: 0.06
Break-even: 70.63
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 1.16
Spread abs.: 0.03
Spread %: 47.62%
Delta: 0.14
Theta: -0.01
Omega: 13.70
Rho: 0.01
 

Quote data

Open: 0.032
High: 0.034
Low: 0.032
Previous Close: 0.031
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+78.95%
1 Month  
+580.00%
3 Months
  -75.71%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.031 0.006
1M High / 1M Low: 0.031 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.015
Avg. volume 1W:   0.000
Avg. price 1M:   0.009
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,533.28%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -