UBS Call 74.5 RANJF 14.03.2022/  CH1111911157  /

EUWAX
12/3/2021  10:36:44 AM Chg.+0.003 Bid10:00:04 PM Ask10:00:04 PM Underlying Strike price Expiration date Option type
0.013EUR +30.00% 0.003
Bid Size: 500
0.033
Ask Size: 500
Randstad NV 74.50 EUR 3/14/2022 Call

Master data

WKN: UE8BUM
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Randstad NV
Type: Warrant
Option type: Call
Strike price: 74.50 EUR
Maturity: 3/14/2022
Issue date: 5/11/2021
Last trading day: 3/11/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 163.03
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.23
Parity: -1.74
Time value: 0.04
Break-even: 74.85
Moneyness: 0.77
Premium: 0.31
Premium p.a.: 1.67
Spread abs.: 0.03
Spread %: 85.71%
Delta: 0.06
Theta: 0.00
Omega: 9.99
Rho: 0.01
 

Quote data

Open: 0.013
High: 0.013
Low: 0.013
Previous Close: 0.010
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month
  -79.37%
3 Months
  -77.59%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.015 0.010
1M High / 1M Low: 0.068 0.010
6M High / 6M Low: 0.170 0.010
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.012
Avg. volume 1W:   0.000
Avg. price 1M:   0.039
Avg. volume 1M:   0.000
Avg. price 6M:   0.077
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   340.28%
Volatility 6M:   259.33%
Volatility 1Y:   -
Volatility 3Y:   -