UBS Call 76.5 RANJF 13.06.2022/  CH1111913542  /

Frankfurt Zert./UBS
12/9/2021  1:53:21 PM Chg.+0.007 Bid2:11:37 PM Ask2:11:37 PM Underlying Strike price Expiration date Option type
0.019EUR +58.33% 0.019
Bid Size: 10,000
0.030
Ask Size: 10,000
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: 134.98
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.23
Parity: -1.85
Time value: 0.04
Break-even: 76.93
Moneyness: 0.76
Premium: 0.33
Premium p.a.: 0.74
Spread abs.: 0.03
Spread %: 69.77%
Delta: 0.06
Theta: 0.00
Omega: 7.98
Rho: 0.02
 

Quote data

Open: 0.022
High: 0.022
Low: 0.019
Previous Close: 0.012
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.56%
1 Month
  -67.80%
3 Months
  -55.81%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.018 0.012
1M High / 1M Low: 0.071 0.008
6M High / 6M Low: 0.180 0.008
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.017
Avg. volume 1W:   0.000
Avg. price 1M:   0.036
Avg. volume 1M:   0.000
Avg. price 6M:   0.076
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   555.08%
Volatility 6M:   310.83%
Volatility 1Y:   -
Volatility 3Y:   -