UBS Call 79 RANJF 13.06.2022/  CH1111913591  /

UBS Investment Bank
10/18/2021  8:48:52 PM Chg.-0.009 Bid8:48:52 PM Ask8:48:52 PM Underlying Strike price Expiration date Option type
0.035EUR -20.45% 0.035
Bid Size: 500
0.065
Ask Size: 500
Randstad NV 79.00 EUR 6/13/2022 Call

Master data

WKN: UE8NYB
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Randstad NV
Type: Warrant
Option type: Call
Strike price: 79.00 EUR
Maturity: 6/13/2022
Issue date: 5/11/2021
Last trading day: 6/10/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 83.95
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.25
Parity: -1.69
Time value: 0.07
Break-even: 79.74
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 0.47
Spread abs.: 0.03
Spread %: 40.54%
Delta: 0.08
Theta: 0.00
Omega: 6.69
Rho: 0.03
 

Quote data

Open: 0.042
High: 0.052
Low: 0.034
Previous Close: 0.044
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.41%
1 Month  
+105.88%
3 Months
  -62.37%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.044 0.035
1M High / 1M Low: 0.044 0.011
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.039
Avg. volume 1W:   0.000
Avg. price 1M:   0.026
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   362.28%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -