UBS Call 76.5 RANJF 14.03.2022/  CH1111911199  /

EUWAX
10/15/2021  9:33:56 AM Chg.- Bid9:41:03 AM Ask9:41:03 AM Underlying Strike price Expiration date Option type
0.037EUR - 0.034
Bid Size: 10,000
0.044
Ask Size: 10,000
Randstad NV 76.50 EUR 3/14/2022 Call

Master data

WKN: UE8SQ0
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Randstad NV
Type: Warrant
Option type: Call
Strike price: 76.50 EUR
Maturity: 3/14/2022
Issue date: 5/11/2021
Last trading day: 3/11/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 107.10
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.25
Parity: -1.44
Time value: 0.06
Break-even: 77.08
Moneyness: 0.81
Premium: 0.24
Premium p.a.: 0.71
Spread abs.: 0.03
Spread %: 51.72%
Delta: 0.08
Theta: 0.00
Omega: 8.68
Rho: 0.02
 

Quote data

Open: 0.037
High: 0.037
Low: 0.037
Previous Close: 0.034
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.71%
1 Month  
+48.00%
3 Months
  -66.36%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.037 0.024
1M High / 1M Low: 0.037 0.015
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.032
Avg. volume 1W:   0.000
Avg. price 1M:   0.025
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   285.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -