UBS Call 80.5 RANJF 14.03.2022/  CH1115177235  /

Frankfurt Zert./UBS
10/15/2021  11:05:59 AM Chg.0.000 Bid5:35:28 PM Ask5:35:28 PM Underlying Strike price Expiration date Option type
0.015EUR 0.00% 0.005
Bid Size: 500
0.035
Ask Size: 500
Randstad NV 80.50 EUR 3/14/2022 Call

Master data

WKN: UE984P
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Randstad NV
Type: Warrant
Option type: Call
Strike price: 80.50 EUR
Maturity: 3/14/2022
Issue date: 6/8/2021
Last trading day: 3/11/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 172.56
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.25
Parity: -1.84
Time value: 0.04
Break-even: 80.86
Moneyness: 0.77
Premium: 0.30
Premium p.a.: 0.91
Spread abs.: 0.03
Spread %: 83.33%
Delta: 0.05
Theta: 0.00
Omega: 9.34
Rho: 0.01
 

Quote data

Open: 0.015
High: 0.015
Low: 0.015
Previous Close: 0.015
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month  
+66.67%
3 Months
  -76.56%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.015 0.013
1M High / 1M Low: 0.016 0.005
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.014
Avg. volume 1W:   0.000
Avg. price 1M:   0.010
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   485.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -