UBS Call 75 RANJF 14.03.2022/  CH1111911165  /

Frankfurt Zert./UBS
10/18/2021  7:33:31 PM Chg.-0.008 Bid7:34:08 PM Ask7:34:08 PM Underlying Strike price Expiration date Option type
0.032EUR -20.00% 0.031
Bid Size: 500
0.061
Ask Size: 500
Randstad NV 75.00 EUR 3/14/2022 Call

Master data

WKN: UE87PU
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Randstad NV
Type: Warrant
Option type: Call
Strike price: 75.00 EUR
Maturity: 3/14/2022
Issue date: 5/11/2021
Last trading day: 3/11/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 87.49
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.25
Parity: -1.29
Time value: 0.07
Break-even: 75.71
Moneyness: 0.83
Premium: 0.22
Premium p.a.: 0.63
Spread abs.: 0.03
Spread %: 42.25%
Delta: 0.10
Theta: 0.00
Omega: 8.34
Rho: 0.02
 

Quote data

Open: 0.047
High: 0.047
Low: 0.031
Previous Close: 0.040
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -5.88%
1 Month  
+68.42%
3 Months
  -73.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.040 0.030
1M High / 1M Low: 0.040 0.012
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.036
Avg. volume 1W:   0.000
Avg. price 1M:   0.024
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   365.20%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -