UBS Call 76 RANJF 14.03.2022/  CH1111911181  /

EUWAX
10/19/2021  9:17:54 AM Chg.-0.004 Bid10:05:22 AM Ask10:05:22 AM Underlying Strike price Expiration date Option type
0.033EUR -10.81% 0.033
Bid Size: 10,000
0.043
Ask Size: 10,000
Randstad NV 76.00 EUR 3/14/2022 Call

Master data

WKN: UE8C6M
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Randstad NV
Type: Warrant
Option type: Call
Strike price: 76.00 EUR
Maturity: 3/14/2022
Issue date: 5/11/2021
Last trading day: 3/11/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 112.89
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.25
Parity: -1.50
Time value: 0.05
Break-even: 76.54
Moneyness: 0.80
Premium: 0.26
Premium p.a.: 0.77
Spread abs.: 0.03
Spread %: 55.56%
Delta: 0.08
Theta: 0.00
Omega: 8.70
Rho: 0.02
 

Quote data

Open: 0.033
High: 0.033
Low: 0.033
Previous Close: 0.037
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.94%
1 Month  
+22.22%
3 Months
  -64.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.041 0.027
1M High / 1M Low: 0.041 0.017
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.035
Avg. volume 1W:   0.000
Avg. price 1M:   0.028
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   283.98%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -