UBS Call 76.5 RANJF 13.06.2022/  CH1111913542  /

Frankfurt Zert./UBS
10/25/2021  7:36:44 PM Chg.-0.013 Bid7:51:00 PM Ask7:51:00 PM Underlying Strike price Expiration date Option type
0.070EUR -15.66% 0.067
Bid Size: 500
0.097
Ask Size: 500
Randstad NV 76.50 EUR 6/13/2022 Call

Master data

WKN: UE87Q3
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Randstad NV
Type: Warrant
Option type: Call
Strike price: 76.50 EUR
Maturity: 6/13/2022
Issue date: 5/11/2021
Last trading day: 6/10/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 57.33
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.25
Parity: -1.34
Time value: 0.11
Break-even: 77.60
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 0.39
Spread abs.: 0.03
Spread %: 24.55%
Delta: 0.11
Theta: 0.00
Omega: 6.26
Rho: 0.04
 

Quote data

Open: 0.085
High: 0.085
Low: 0.070
Previous Close: 0.083
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+52.17%
1 Month  
+112.12%
3 Months
  -61.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.086 0.046
1M High / 1M Low: 0.086 0.023
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.067
Avg. volume 1W:   0.000
Avg. price 1M:   0.051
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   372.16%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -