UBS Call 77.5 RANJF 13.06.2022/  CH1111913567  /

Frankfurt Zert./UBS
12/3/2021  7:25:46 PM Chg.0.000 Bid7:48:33 PM Ask7:48:33 PM Underlying Strike price Expiration date Option type
0.013EUR 0.00% 0.012
Bid Size: 500
0.042
Ask Size: 500
Randstad NV 77.50 EUR 6/13/2022 Call

Master data

WKN: UE8823
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Randstad NV
Type: Warrant
Option type: Call
Strike price: 77.50 EUR
Maturity: 6/13/2022
Issue date: 5/11/2021
Last trading day: 6/10/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 132.60
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.23
Parity: -2.05
Time value: 0.04
Break-even: 77.93
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 0.82
Spread abs.: 0.03
Spread %: 69.77%
Delta: 0.06
Theta: 0.00
Omega: 7.66
Rho: 0.01
 

Quote data

Open: 0.025
High: 0.025
Low: 0.012
Previous Close: 0.013
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -18.75%
1 Month
  -80.88%
3 Months
  -74.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.013 0.005
1M High / 1M Low: 0.068 0.005
6M High / 6M Low: 0.160 0.005
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.036
Avg. volume 1M:   0.000
Avg. price 6M:   0.068
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   668.01%
Volatility 6M:   354.68%
Volatility 1Y:   -
Volatility 3Y:   -