UBS Call 75 RANJF 14.03.2022/  CH1111911165  /

EUWAX
10/22/2021  10:33:20 AM Chg.+0.008 Bid10:00:08 PM Ask10:00:08 PM Underlying Strike price Expiration date Option type
0.065EUR +14.04% -
Bid Size: -
-
Ask Size: -
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: 69.56
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.25
Parity: -1.17
Time value: 0.09
Break-even: 75.91
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 0.59
Spread abs.: 0.03
Spread %: 32.97%
Delta: 0.11
Theta: 0.00
Omega: 7.97
Rho: 0.02
 

Quote data

Open: 0.065
High: 0.065
Low: 0.065
Previous Close: 0.057
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.00%
1 Month  
+103.13%
3 Months
  -50.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.057 0.031
1M High / 1M Low: 0.057 0.021
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.045
Avg. volume 1W:   0.000
Avg. price 1M:   0.036
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   404.70%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -