UBS Call 71.5 RANJF 14.03.2022/  CH1111911090  /

Frankfurt Zert./UBS
10/28/2021  3:09:18 PM Chg.+0.004 Bid3:17:46 PM Ask3:17:46 PM Underlying Strike price Expiration date Option type
0.092EUR +4.55% 0.092
Bid Size: 10,000
0.100
Ask Size: 10,000
Randstad NV 71.50 EUR 3/14/2022 Call

Master data

WKN: UE8SSM
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Randstad NV
Type: Warrant
Option type: Call
Strike price: 71.50 EUR
Maturity: 3/14/2022
Issue date: 5/11/2021
Last trading day: 3/11/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 52.35
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.25
Parity: -0.87
Time value: 0.12
Break-even: 72.70
Moneyness: 0.88
Premium: 0.16
Premium p.a.: 0.48
Spread abs.: 0.03
Spread %: 22.50%
Delta: 0.15
Theta: 0.00
Omega: 7.70
Rho: 0.03
 

Quote data

Open: 0.091
High: 0.096
Low: 0.088
Previous Close: 0.088
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -16.36%
1 Month  
+109.09%
3 Months
  -29.23%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.110 0.088
1M High / 1M Low: 0.110 0.034
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.098
Avg. volume 1W:   0.000
Avg. price 1M:   0.070
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   385.36%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -