UBS Call 71 RANJF 14.03.2022/  CH1111911082  /

Frankfurt Zert./UBS
10/27/2021  1:05:01 PM Chg.+0.010 Bid10/27/2021 Ask10/27/2021 Underlying Strike price Expiration date Option type
0.110EUR +10.00% 0.110
Bid Size: 10,000
0.120
Ask Size: 10,000
Randstad NV 71.00 EUR 3/14/2022 Call

Master data

WKN: UE8XFT
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Randstad NV
Type: Warrant
Option type: Call
Strike price: 71.00 EUR
Maturity: 3/14/2022
Issue date: 5/11/2021
Last trading day: 3/11/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 48.32
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.25
Parity: -0.82
Time value: 0.13
Break-even: 72.30
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 0.45
Spread abs.: 0.03
Spread %: 23.08%
Delta: 0.16
Theta: 0.00
Omega: 7.52
Rho: 0.03
 

Quote data

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

Performance

1 Week  
+59.42%
1 Month  
+107.55%
3 Months
  -21.43%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.120 0.069
1M High / 1M Low: 0.120 0.038
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.101
Avg. volume 1W:   0.000
Avg. price 1M:   0.075
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   366.95%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -