UBS Call 77 RANJF 14.03.2022/  CH1111911207  /

EUWAX
10/15/2021  9:33:55 AM Chg.+0.003 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.034EUR +9.68% -
Bid Size: -
-
Ask Size: -
Randstad NV 77.00 EUR 3/14/2022 Call

Master data

WKN: UE881U
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Randstad NV
Type: Warrant
Option type: Call
Strike price: 77.00 EUR
Maturity: 3/14/2022
Issue date: 5/11/2021
Last trading day: 3/11/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 115.04
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.25
Parity: -1.49
Time value: 0.05
Break-even: 77.54
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 0.72
Spread abs.: 0.03
Spread %: 55.56%
Delta: 0.08
Theta: 0.00
Omega: 8.77
Rho: 0.02
 

Quote data

Open: 0.034
High: 0.034
Low: 0.034
Previous Close: 0.031
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.33%
1 Month  
+54.55%
3 Months
  -66.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.034 0.022
1M High / 1M Low: 0.034 0.014
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.029
Avg. volume 1W:   0.000
Avg. price 1M:   0.022
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   276.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -