UBS Call 70 RANJF 14.03.2022/  CH1111911066  /

EUWAX
10/19/2021  9:17:55 AM Chg.-0.010 Bid8:02:54 PM Ask8:02:54 PM Underlying Strike price Expiration date Option type
0.100EUR -9.09% 0.076
Bid Size: 500
0.110
Ask Size: 500
Randstad NV 70.00 EUR 3/14/2022 Call

Master data

WKN: UE8LGL
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Randstad NV
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 3/14/2022
Issue date: 5/11/2021
Last trading day: 3/11/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 40.64
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.25
Parity: -0.90
Time value: 0.15
Break-even: 71.50
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 0.49
Spread abs.: 0.03
Spread %: 20.00%
Delta: 0.17
Theta: 0.00
Omega: 6.73
Rho: 0.03
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month  
+17.65%
3 Months
  -50.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.130 0.086
1M High / 1M Low: 0.130 0.056
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.109
Avg. volume 1W:   0.000
Avg. price 1M:   0.086
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   245.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -