UBS Call 75 RANJF 13.06.2022/  CH1111913518  /

UBS Investment Bank
10/21/2021  5:36:04 PM Chg.+0.048 Bid- Ask- Underlying Strike price Expiration date Option type
0.110EUR +77.42% -
Bid Size: -
-
Ask Size: -
Randstad NV 75.00 EUR 6/13/2022 Call

Master data

WKN: UE8LBH
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Randstad NV
Type: Warrant
Option type: Call
Strike price: 75.00 EUR
Maturity: 6/13/2022
Issue date: 5/11/2021
Last trading day: 6/10/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 65.24
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.25
Parity: -1.50
Time value: 0.09
Break-even: 75.92
Moneyness: 0.80
Premium: 0.26
Premium p.a.: 0.44
Spread abs.: 0.03
Spread %: 32.61%
Delta: 0.10
Theta: 0.00
Omega: 6.34
Rho: 0.03
 

Quote data

Open: 0.059
High: 0.140
Low: 0.059
Previous Close: 0.062
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+34.15%
1 Month  
+197.30%
3 Months
  -35.29%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.087 0.061
1M High / 1M Low: 0.087 0.031
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.073
Avg. volume 1W:   0.000
Avg. price 1M:   0.058
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   242.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -