UBS Call 71 RANJF 14.03.2022/  CH1111911082  /

EUWAX
10/26/2021  10:40:19 AM Chg.0.000 Bid10:00:08 PM Ask10:00:08 PM Underlying Strike price Expiration date Option type
0.110EUR 0.00% -
Bid Size: -
-
Ask Size: -
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: 51.62
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.25
Parity: -0.91
Time value: 0.12
Break-even: 72.20
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 0.50
Spread abs.: 0.03
Spread %: 23.33%
Delta: 0.15
Theta: 0.00
Omega: 7.53
Rho: 0.03
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+69.23%
1 Month  
+66.67%
3 Months
  -15.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.130 0.065
1M High / 1M Low: 0.130 0.047
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.105
Avg. volume 1W:   0.000
Avg. price 1M:   0.082
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   359.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -